Anne G. Balter

Available identifiers

Publication	Date of Publication	Type
Robust decisions for heterogeneous agents via certainty equivalents	2024-07-16	Paper
Solving maxmin optimization problems via population games	2024-05-14	Paper
Contingent Capital with Stock Price Triggers in Interbank Networks	2024-02-23	Paper
New insights in capacity investment under uncertainty	2022-12-12	Paper
Rabin's calibration theorem revisited	2022-01-21	Paper
Quantifying ambiguity bounds via time-consistent sets of indistinguishable models	2021-11-10	Paper
Macro longevity risk and the choice between annuity products: evidence from Denmark	2021-07-06	Paper
Time-consistency of optimal investment under smooth ambiguity	2021-06-07	Paper
The effect of the assumed interest rate and smoothing on variable annuities	2020-02-03	Paper
Pricing and hedging in incomplete markets with model uncertainty	2020-01-23	Paper

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