André Mundt

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Dynamic risk measures under model uncertainty
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2014-08-05Paper
Dynamic mean-risk optimization in a binomial model
Mathematical Methods of Operations Research
2009-11-25Paper
A Bayesian approach to incorporate model ambiguity in a dynamic risk measure
Statistics & Decisions
2009-05-12Paper


Research outcomes over time


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