| Publication | Date of Publication | Type |
|---|
Bipolar theorems for sets of nonnegative random variables
Finance and Stochastics | 2026-03-23 | Paper |
Decision-making frameworks for network resilience: managing and mitigating systemic (cyber) risk
Journal of Complex Networks | 2025-10-06 | Paper |
Sufficient convexity and best approximation
Documenta Mathematica | 2025-01-24 | Paper |
| Constructive convex programming | 2024-09-09 | Paper |
Constructive Convex Optimisation
Handbook of Constructive Mathematics | 2023-08-11 | Paper |
A Constructive Version of Carathéodory’s Convexity Theorem
Mathematics for Computation (M4C) | 2023-08-04 | Paper |
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks
European Actuarial Journal | 2023-07-13 | Paper |
| Building Resilience in Cybersecurity -- An Artificial Lab Approach | 2022-11-09 | Paper |
Model uncertainty: a reverse approach
SIAM Journal on Financial Mathematics | 2022-09-23 | Paper |
On Farkas' lemma and related propositions in BISH
Annals of Pure and Applied Logic | 2022-01-18 | Paper |
| Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures | 2021-07-04 | Paper |
Law-invariant functionals that collapse to the mean
Insurance Mathematics & Economics | 2021-06-21 | Paper |
Law-Invariant Functionals on General Spaces of Random Variables
SIAM Journal on Financial Mathematics | 2021-05-04 | Paper |
Constructive proofs of negated statements
Mathesis Universalis, Computability and Proof | 2020-08-10 | Paper |
Efficient allocations under law-invariance: a unifying approach
Journal of Mathematical Economics | 2019-11-21 | Paper |
Risk sharing for capital requirements with multidimensional security markets
Finance and Stochastics | 2019-09-19 | Paper |
Ambiguity sensitive preferences in Ellsberg frameworks
Economic Theory | 2019-09-03 | Paper |
Correction to: ``Fatou closedness under model uncertainty''
Positivity | 2019-05-10 | Paper |
Convexity and unique minimum points
Archive for Mathematical Logic | 2019-01-24 | Paper |
Brouwer's fan theorem and convexity
Journal of Symbolic Logic | 2019-01-04 | Paper |
Fatou closedness under model uncertainty
Positivity | 2018-11-15 | Paper |
Which eligible assets are compatible with comonotonic capital requirements?
Insurance Mathematics & Economics | 2018-08-28 | Paper |
Strongly consistent multivariate conditional risk measures
Mathematics and Financial Economics | 2018-07-05 | Paper |
Model spaces for risk measures
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Robust optimal risk sharing and risk premia in expanding pools
Insurance Mathematics & Economics | 2016-12-13 | Paper |
Convexity and constructive infima
Archive for Mathematical Logic | 2016-11-01 | Paper |
A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle
Annals of Pure and Applied Logic | 2016-08-31 | Paper |
Risk-consistent conditional systemic risk measures
Stochastic Processes and their Applications | 2016-04-20 | Paper |
Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)
Finance and Stochastics | 2014-11-14 | Paper |
Dilatation monotonicity and convex order
Mathematics and Financial Economics | 2014-11-06 | Paper |
The Mathematical Concept of Measuring Risk
Risk - A Multidisciplinary Introduction | 2014-06-30 | Paper |
Are law-invariant risk functions concave on distributions?
Dependence Modeling | 2014-05-21 | Paper |
On the lower arbitrage bound of American contingent claims
Mathematical Finance | 2014-04-23 | Paper |
The canonical model space for law-invariant convex risk measures is \(L^{1}\)
Mathematical Finance | 2013-02-28 | Paper |
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
Mathematics and Financial Economics | 2013-01-20 | Paper |
Dual representation of monotone convex functions on 𝐿⁰
Proceedings of the American Mathematical Society | 2011-12-07 | Paper |
Subgradients of law-invariant convex risk measures on \(L^{1}\)
Statistics & Decisions | 2010-07-30 | Paper |
| Convex risk measures beyond bounded risks | 2010-04-01 | Paper |
Optimal risk sharing with different reference probabilities
Insurance Mathematics & Economics | 2009-06-10 | Paper |
Optimal capital and risk allocations for law- and cash-invariant convex functions
Finance and Stochastics | 2009-02-28 | Paper |
Bipolar Theorems for Sets of Non-negative Random Variables
(available as arXiv preprint) | N/A | Paper |
