Matthias A. Fahrenwaldt

MaRDI QIDQ2201705zbMATH 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
Nonrecursive separation of risk and time preferences Journal of Mathematical Economics	2020-09-17	Paper
Expected utility approximation and portfolio optimisation Insurance Mathematics & Economics	2020-08-03	Paper
Complex powers of abstract pseudodifferential operators	2019-12-09	Paper
Heat kernel asymptotics of the subordinator and subordinate Brownian motion Journal of Evolution Equations	2019-06-04	Paper
Pricing of cyber insurance contracts in a network model ASTIN Bulletin	2018-10-19	Paper
Dynamics of solvency risk in life insurance liabilities Scandinavian Actuarial Journal	2018-07-13	Paper
Sensitivity of life insurance reserves via Markov semigroups Scandinavian Actuarial Journal	2018-07-10	Paper
Option prices under liquidity risk as weak solutions of semilinear diffusion equations NoDEA. Nonlinear Differential Equations and Applications	2017-10-20	Paper
Off-diagonal heat kernel asymptotics of pseudodifferential operators on closed manifolds and subordinate Brownian motion Integral Equations and Operator Theory	2017-09-01	Paper
Spectral functions of subordinate Brownian motion on closed manifolds Journal of the London Mathematical Society	2016-08-19	Paper
Short-time asymptotic expansions of semilinear evolution equations Proceedings of the Royal Society of Edinburgh. Section A. Mathematics	2016-04-13	Paper
Heat trace asymptotics of subordinate Brownian motion in Euclidean space Potential Analysis	2016-03-11	Paper
scientific article; zbMATH DE number 1774212 (Why is no real title available?)	2002-07-31	Paper

Research outcomes over time

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