| Publication | Date of Publication | Type |
|---|
| Connection between higher order measures of risk and stochastic dominance | 2024-09-30 | Paper |
| Unbalanced optimal transport and maximum mean discrepancies: interconnections and rapid evaluation | 2024-09-10 | Paper |
| Risk-Averse Optimal Control in Continuous Time by Nesting Risk Measures | 2024-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6083636 | 2023-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6137268 | 2023-09-01 | Paper |
| Constrained Global Optimization by Smoothing | 2023-08-16 | Paper |
| Fast Approximation of Unbalanced Optimal Transport and Maximum Mean Discrepancies | 2023-06-23 | Paper |
| Nonequispaced fast Fourier transform boost for the Sinkhorn algorithm | 2023-06-09 | Paper |
| Portfolio reshaping under 1st order stochastic dominance constraints by the exact penalty function methods | 2023-06-09 | Paper |
| Expectiles In Risk Averse Stochastic Programming and Dynamic Optimization | 2023-03-06 | Paper |
| Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping | 2022-09-19 | Paper |
| Wasserstein Sensitivity of Risk and Uncertainty Propagation | 2022-09-01 | Paper |
| The nested Sinkhorn divergence to learn the nested distance | 2022-07-15 | Paper |
| Quantification of risk in classical models of finance | 2022-04-05 | Paper |
| Quantitative stability analysis for minimax distributionally robust risk optimization | 2022-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5024957 | 2022-02-01 | Paper |
| Mathematical Foundations of Distributionally Robust Multistage Optimization | 2021-12-01 | Paper |
| Uncertainty Analysis for Drift-Diffusion Equations | 2021-05-13 | Paper |
| Foundations of Multistage Stochastic Programming | 2021-02-15 | Paper |
| Nested Sinkhorn Divergence To Compute The Nested Distance | 2021-02-10 | Paper |
| Fundamental properties of process distances | 2020-09-02 | Paper |
| Martingale characterizations of risk-averse stochastic optimization problems | 2020-06-15 | Paper |
| Entropy based risk measures | 2020-05-26 | Paper |
| Structural estimation of switching costs for peaking power plants | 2020-05-26 | Paper |
| Discrete Approximation and Quantification in Distributionally Robust Optimization | 2020-03-12 | Paper |
| Fractional risk process in insurance | 2020-02-21 | Paper |
| Can commodities dominate stock and bond portfolios? | 2020-01-20 | Paper |
| Simultaneous identification of volatility and interest rate functions -- a two-parameter regularization approach | 2019-08-30 | Paper |
| Incorporating statistical model error into the calculation of acceptability prices of contingent claims | 2019-04-24 | Paper |
| Approximations for Probability Distributions and Stochastic Optimization Problems | 2019-01-25 | Paper |
| Geometry of the expected value set and the set-valued sample mean process | 2019-01-16 | Paper |
| Systemic risk and copula models | 2018-10-05 | Paper |
| On Banach spaces of vector-valued random variables and their duals motivated by risk measures | 2018-10-02 | Paper |
| Risk averse stochastic programming: time consistency and optimal stopping | 2018-08-31 | Paper |
| Premiums and reserves, adjusted by distortions | 2018-07-10 | Paper |
| Risk aversion in imperfect natural gas markets | 2018-05-25 | Paper |
| Stochastic short-term hydropower planning with inflow scenario trees | 2018-05-25 | Paper |
| An analytical study of norms and Banach spaces induced by the entropic value-at-risk | 2017-12-29 | Paper |
| A quantitative comparison of risk measures | 2017-08-25 | Paper |
| Time-inconsistent multistage stochastic programs: martingale bounds | 2016-10-07 | Paper |
| Nonlinear stochastic programming-with a case study in continuous switching | 2016-10-07 | Paper |
| From empirical observations to tree models for stochastic optimization: convergence properties | 2016-09-02 | Paper |
| Time-consistent decisions and temporal decomposition of coherent risk functionals | 2016-05-19 | Paper |
| Tree approximation for discrete time stochastic processes: a process distance approach | 2016-03-09 | Paper |
| Stochastic multi-objective optimization: a survey on non-scalarizing methods | 2016-03-04 | Paper |
| Insurance pricing under ambiguity | 2016-01-22 | Paper |
| Dynamic generation of scenario trees | 2016-01-07 | Paper |
| Minimal representation of insurance prices | 2015-05-26 | Paper |
| The natural Banach space for version independent risk measures | 2015-01-28 | Paper |
| Multistage Stochastic Optimization | 2014-08-12 | Paper |
| Evaluations of risk measures for different probability measures | 2013-06-27 | Paper |
| On a rapidly converging series for the Riemann's zeta function | 2012-12-14 | Paper |
| Uniqueness of Kusuoka Representations | 2012-10-26 | Paper |
| A distance for multistage stochastic optimization models | 2012-08-22 | Paper |
| Strategies To Evaluate The Riemann Zeta Function | 2012-01-31 | Paper |
| Anwartschaftsrenten | 2007-10-30 | Paper |
| Construction of life tables | 1997-12-02 | Paper |
