Anne G. Balter

MaRDI QIDQ2030309zbMATH OpenFDO

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!

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

Research outcomes over time

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