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 |
|---|---|---|
| Modelling credit card exposure at default using vine copula quantile regression European Journal of Operational Research | 2023-07-11 | Paper |
| Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times International Journal of Theoretical and Applied Finance | 2022-03-11 | Paper |
| “A Risk Model with Multilayer Dividend Strategy,” Hansjörg Albrecher and Jürgen Hartinger, April 2007 North American Actuarial Journal | 2022-01-10 | Paper |
| Hedging the risk of delayed data in defaultable markets Applied Mathematical Finance | 2019-06-18 | Paper |
| Designing sound deposit insurances Journal of Computational and Applied Mathematics | 2017-09-07 | Paper |
| Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies Stochastic Analysis and Applications | 2017-09-06 | Paper |
| Itô's formula for finite variation Lévy processes: the case of non-smooth functions Journal of Mathematical Analysis and Applications | 2015-07-06 | Paper |
Research outcomes over time
This page was built for person: Ramin Okhrati
