| Publication | Date of Publication | Type |
|---|
| Supermodular and directionally convex comparison results for general factor models | 2024-03-25 | Paper |
| Model Risk Management | 2023-10-30 | Paper |
| Markov projection of semimartingales -- application to comparison results | 2023-07-12 | Paper |
| Coskewness under dependence uncertainty | 2023-07-12 | Paper |
| European and Asian Greeks for exponential Lévy processes | 2023-07-04 | Paper |
| European and Asian Greeks for Exponential Lévy Processes | 2023-03-01 | Paper |
| General construction and classes of explicit \(L^1\)-optimal couplings | 2022-12-19 | Paper |
| Stochastic Processes and Financial Mathematics | 2022-04-06 | Paper |
| Sklar's theorem, copula products, and ordering results in factor models | 2022-01-03 | Paper |
| Fair allocation of indivisible goods with minimum inequality or minimum envy | 2021-11-09 | Paper |
| Functional, randomized and smoothed multivariate quantile regions | 2021-10-28 | Paper |
| Bounds for joint portfolios of dependent risks | 2021-08-05 | Paper |
| The martingale comparison method for Markov processes | 2021-03-03 | Paper |
| Ordering results for elliptical distributions with applications to risk bounds | 2021-01-26 | Paper |
| Morfizmy markowskie: zespolone podejście do wielowymiarowych kwantyli oparte o funkcje łącznikowe i zagadnienie transportowe | 2020-11-23 | Paper |
| Stochastic processes and financial mathematics | 2020-09-22 | Paper |
| On the construction of optimal payoffs | 2020-07-08 | Paper |
| Risk excess measures induced by hemi-metrics | 2020-02-17 | Paper |
| On the computation of Wasserstein barycenters | 2020-02-05 | Paper |
| Ordering risk bounds in factor models | 2020-01-13 | Paper |
| Comparison of Markov processes by the martingale comparison method | 2019-11-11 | Paper |
| Value‐at‐Risk bounds with two‐sided dependence information | 2019-10-31 | Paper |
| Comparison of path-independent functions of semimartingales | 2019-08-27 | Paper |
| Comparison of path-dependent functionals of semimartingales | 2019-08-27 | Paper |
| Weighted NPMLE for the Subdistribution of a Competing Risk | 2019-08-19 | Paper |
| Analysis of risk bounds in partially specified additive factor models | 2019-05-23 | Paper |
| Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models | 2018-11-08 | Paper |
| VaR bounds in models with partial dependence information on subgroups | 2018-11-01 | Paper |
| Risk bounds with additional information on functionals of the risk vector | 2018-11-01 | Paper |
| Upper bounds for strictly concave distortion risk measures on moment spaces | 2018-10-19 | Paper |
| On the Method of Optimal Portfolio Choice by Cost-Efficiency | 2018-09-19 | Paper |
| Optimal payoffs under state-dependent preferences | 2018-09-19 | Paper |
| Reduction of Value-at-Risk bounds via independence and variance information | 2018-07-13 | Paper |
| Risk Bounds and Partial Dependence Information | 2018-03-29 | Paper |
| DEGREE PROFILE OF HIERARCHICAL LATTICE NETWORKS | 2017-09-19 | Paper |
| Approximative solutions of optimal stopping and selection problems | 2017-09-12 | Paper |
| Construction and Hedging of Optimal Payoffs in Lévy Models | 2017-07-31 | Paper |
| Risk bounds for factor models | 2017-07-21 | Paper |
| Comparison of time-inhomogeneous Markov processes | 2017-02-21 | Paper |
| VaR bounds for joint portfolios with dependence constraints | 2016-12-20 | Paper |
| Probability theory | 2016-11-17 | Paper |
| European and Asian Greeks for exponential Lévy processes | 2016-03-02 | Paper |
| Cost-efficiency in multivariate Lévy models | 2015-06-23 | Paper |
| Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals | 2015-06-03 | Paper |
| Reducing model risk via positive and negative dependence assumptions | 2015-05-26 | Paper |
| Optimal claims with fixed payoff structure | 2015-04-14 | Paper |
| Optimal risk allocation for convex risk functionals in general risk domains | 2015-01-22 | Paper |
| Convex ordering criteria for Lévy processes | 2014-12-10 | Paper |
| OPTIMALITY OF PAYOFFS IN LÉVY MODELS | 2014-11-12 | Paper |
| Mathematical statistics | 2014-02-06 | Paper |
| On the optimal reinsurance problem | 2013-12-16 | Paper |
| Optimal Multiple Stopping with Sum-Payoff | 2013-08-22 | Paper |
| Sharp Bounds for Sums of Dependent Risks | 2013-04-25 | Paper |
| Worst case portfolio vectors and diversification effects | 2012-11-15 | Paper |
| Approximative solutions of best choice problems | 2012-10-23 | Paper |
| Mathematical Risk Analysis | 2012-10-05 | Paper |
| On optimal stationary couplings between stationary processes | 2012-06-22 | Paper |
| Computation of sharp bounds on the distribution of a function of dependent risks | 2012-04-24 | Paper |
| Ordering of multivariate risk models with respect to extreme portfolio losses | 2012-03-29 | Paper |
| On optimal allocation of risk vectors | 2012-02-10 | Paper |
| On approximative solutions of optimal stopping problems | 2012-01-17 | Paper |
| On approximative solutions of multistopping problems | 2012-01-04 | Paper |
| Limit Theorems for Depths and Distances in Weighted Random B-Ary Recursive Trees | 2012-01-04 | Paper |
| On optimal portfolio diversification with respect to extreme risks | 2011-11-27 | Paper |
| Comparison of Markov processes via infinitesimal generators | 2011-06-28 | Paper |
| Ordering of multivariate probability distributions with respect to extreme portfolio losses | 2010-10-25 | Paper |
| Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation | 2010-08-16 | Paper |
| On the distributional transform, Sklar's theorem, and the empirical copula process | 2009-09-14 | Paper |
| Characterization of optimal risk allocations for convex risk functionals | 2009-07-29 | Paper |
| On convex risk measures on \(L^{p}\)-spaces | 2009-07-06 | Paper |
| Risk Measures for Portfolio Vectors and Allocation of Risks | 2009-02-26 | Paper |
| Comparison results for path-dependent options | 2008-11-21 | Paper |
| Allocation of risks and equilibrium in markets with finitely many traders | 2008-08-22 | Paper |
| On comonotonicity of Pareto optimal risk sharing | 2008-08-08 | Paper |
| On a class of optimal stopping problems for diffusions with discontinuous coefficients | 2008-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5387665 | 2008-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5387683 | 2008-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5387707 | 2008-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386458 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386487 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386488 | 2008-05-14 | Paper |
| A limit theorem for recursively defined processes in Lp | 2008-05-05 | Paper |
| On a Comparison Result for Markov Processes | 2008-04-30 | Paper |
| Monge-Kantorovich transportation problem and optimal couplings | 2008-01-14 | Paper |
| Exponential tail bounds for max-recursive sequences | 2007-11-19 | Paper |
| On stochastic recursive equations of sum and max type | 2007-08-23 | Paper |
| Comparison of semimartingales and Lévy processes | 2007-05-08 | Paper |
| Law invariant convex risk measures for portfolio vectors | 2007-01-30 | Paper |
| On the optimal risk allocation problem | 2007-01-30 | Paper |
| Comparison of option prices in semimartingale models | 2006-12-08 | Paper |
| Consistent risk measures for portfolio vectors | 2006-06-09 | Paper |
| Analysis of Markov chain algorithms on spanning trees, rooted forests, and connected subgraphs | 2006-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5718849 | 2006-01-16 | Paper |
| Optimal consumption strategies under model uncertainty | 2005-10-18 | Paper |
| Markov chain algorithms for Eulerian orientations and 3-colourings of 2-dimensional Cartesian grids | 2005-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154703 | 2005-01-14 | Paper |
| Approximate Optimal Stopping of Dependent Sequences | 2004-12-16 | Paper |
| On the contraction method with degenerate limit equation. | 2004-12-10 | Paper |
| Comparison of multivariate risks and positive dependence | 2004-09-24 | Paper |
| Approximation of optimal stopping problems. | 2004-09-22 | Paper |
| A general limit theorem for recursive algorithms and combinatorial structures | 2004-06-10 | Paper |
| A consistency result in general censoring models | 2004-03-08 | Paper |
| Optimal stopping and cluster point processes | 2004-03-01 | Paper |
| Nonparametric estimation of regression functions in point process models | 2004-02-03 | Paper |
| An approximation result for nets in functional estimation | 2003-12-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431520 | 2003-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416878 | 2003-08-05 | Paper |
| Limit laws for partial match queries in quadtrees | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4802407 | 2003-04-27 | Paper |
| Convergence of two-dimensional branching recursions | 2003-03-27 | Paper |
| Rates of convergence for Quicksort | 2003-03-23 | Paper |
| Expansion of transition distributions of Lévy processes in small time | 2003-03-20 | Paper |
| On the optimal stopping values induced by general dependence structures | 2003-01-01 | Paper |
| On the \(n\)-coupling problem | 2002-09-17 | Paper |
| On the weighted Euclidean matching problem in Rd | 2002-08-27 | Paper |
| Comparison of estimators in stable models. | 2002-05-05 | Paper |
| Test of association between multivariate stable vectors. | 2002-05-05 | Paper |
| On a Best Choice Problem for Discounted Sequences | 2002-04-25 | Paper |
| Random fractals and probability metrics | 2002-04-21 | Paper |
| Minimax and minimal distance martingale measures and their relationship to portfolio optimization | 2002-03-13 | Paper |
| Numerical and analytical results for the transportation problem of Monge-Kantorovich | 2002-01-29 | Paper |
| Optimal stopping with discount and observation costs | 2001-10-30 | Paper |
| On the Monge-Kantorovitch Duality Theorem | 2001-10-22 | Paper |
| Stochastic analysis of partitioning algorithms for matching problems | 2001-08-30 | Paper |
| The contraction method for recursive algorithms | 2001-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945267 | 2000-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512518 | 2000-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495235 | 2000-08-10 | Paper |
| Random fractal measures via the contraction method | 2000-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4262416 | 1999-11-29 | Paper |
| Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395406 | 1998-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395408 | 1998-06-11 | Paper |
| Convergence of a branching type recursion | 1997-08-05 | Paper |
| Duality and perfect probability spaces | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4885200 | 1997-04-13 | Paper |
| Convergence of the iterative proportional fitting procedure | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4713980 | 1996-10-29 | Paper |
| Optimal solutions of multivariate coupling problems | 1996-09-01 | Paper |
| Propagation of chaos and contraction of stochastic mappings | 1996-08-26 | Paper |
| On \(c\)-optimal random variables | 1996-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845600 | 1996-02-20 | Paper |
| Probability metrics and recursive algorithms | 1996-01-15 | Paper |
| A general duality theorem for marginal problems | 1995-08-07 | Paper |
| Differentiablity of point process models and asymptotic efficiency of differentiable functionals | 1995-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4315058 | 1994-12-07 | Paper |
| A remark on the spectral domain of nonstationary processes | 1994-11-20 | Paper |
| Solution of Some Transportation Problems with Relaxed or Additional Constraints | 1994-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273009 | 1994-04-26 | Paper |
| On regression representations of stochastic processes | 1994-01-19 | Paper |
| Optimal coupling of multivariate distributions and stochastic processes | 1993-12-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035203 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027715 | 1993-02-21 | Paper |
| A new ideal metric with applications to multivariate stable limit theorems | 1993-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014946 | 1992-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3994590 | 1992-09-17 | Paper |
| Uniformities for the convergence in law and in probability | 1992-06-28 | Paper |
| Stochastic Ordering of Likelihood Ratios and Partial Sufficiency | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989826 | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973516 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362327 | 1992-01-01 | Paper |
| Conditional variability ordering of distributions | 1991-01-01 | Paper |
| Approximate independence of distributions on spheres and their stability properties | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212089 | 1991-01-01 | Paper |
| On conditional stochastic ordering of distributions | 1991-01-01 | Paper |
| A counterexample to a.s. constructions | 1990-01-01 | Paper |
| A characterization of random variables with minimum \(L^ 2\)-distance | 1990-01-01 | Paper |
| A Transformation Property of Minimal Metrics | 1990-01-01 | Paper |
| Approximation of sums by compound Poisson distributions with respect to stop-loss distances | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3471257 | 1990-01-01 | Paper |
| Estimation in random translation models | 1990-01-01 | Paper |
| On random translation models | 1989-01-01 | Paper |
| Inference for random sampling processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3198680 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3477441 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811517 | 1988-01-01 | Paper |
| Unbiased estimation of von Mises functionals | 1987-01-01 | Paper |
| Complete and symmetrically complete families of distributions | 1987-01-01 | Paper |
| On attainable distribution and classification vectors | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3756316 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757156 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3779580 | 1987-01-01 | Paper |
| Projections of probability measures | 1987-01-01 | Paper |
| Monotonicity and unbiasedness of tests via a. S, constructions | 1986-01-01 | Paper |
| Construction of multivariate distributions with given marginals | 1985-01-01 | Paper |
| Two remarks on order statistics | 1985-01-01 | Paper |
| The Wasserstein distance and approximation theorems | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706219 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749924 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324715 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675305 | 1984-01-01 | Paper |
| Solution of a statistical optimization problem by rearrangement methods | 1983-01-01 | Paper |
| Essential completeness of monotone tests and estimators | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4744060 | 1983-01-01 | Paper |
| Corrections to: Asymptotic distributions of multivariate rank order statistics | 1982-01-01 | Paper |
| On the gain in power when using additional observations | 1982-01-01 | Paper |
| Random variables with maximum sums | 1982-01-01 | Paper |
| Comparison of percolation probabilities | 1982-01-01 | Paper |
| Ordering of distributions and rearrangement of functions | 1981-01-01 | Paper |
| Weak association of random variables | 1981-01-01 | Paper |
| Characterization of dependence concepts in normal distributions | 1981-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:3889821 Sharpness of Fr�chet-bounds] | 1981-01-01 | Paper |
| On a class of extremal problems in statistics | 1981-01-01 | Paper |
| Stochastically ordered distributions and monotonicity of the oc-function of sequential probability ratio tests | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4750686 | 1981-01-01 | Paper |
| Inequalities for the expectation of ?-monotone functions | 1980-01-01 | Paper |
| A Generalization of the Marriage Theorem and Balancing of Block Designs | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3907787 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3924918 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3899223 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197881 | 1978-01-01 | Paper |
| On two marked point processes | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197196 | 1977-01-01 | Paper |
| Hypotheses generating groups for testing multivariate symmetry | 1976-01-01 | Paper |
| Asymptotic distributions of multivariate rank order statistics | 1976-01-01 | Paper |
| On Wilks' Distribution-Free Confidence Intervals for Quantile Intervals | 1976-01-01 | Paper |
| On the empirical process of multivariate, dependent random variables | 1974-01-01 | Paper |
