| Publication | Date of Publication | Type |
|---|
| Sufficient convexity and best approximation | 2025-01-24 | Paper |
| Constructive convex programming | 2024-09-09 | Paper |
| Constructive Convex Optimisation | 2023-08-11 | Paper |
| A Constructive Version of Carathéodory’s Convexity Theorem | 2023-08-04 | Paper |
| Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks | 2023-07-13 | Paper |
| Building Resilience in Cybersecurity -- An Artificial Lab Approach | 2022-11-09 | Paper |
| Model uncertainty: a reverse approach | 2022-09-23 | Paper |
| On Farkas' lemma and related propositions in BISH | 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 | 2021-06-21 | Paper |
| Law-Invariant Functionals on General Spaces of Random Variables | 2021-05-04 | Paper |
| Constructive proofs of negated statements | 2020-08-10 | Paper |
| Efficient allocations under law-invariance: a unifying approach | 2019-11-21 | Paper |
| Risk sharing for capital requirements with multidimensional security markets | 2019-09-19 | Paper |
| Ambiguity sensitive preferences in Ellsberg frameworks | 2019-09-03 | Paper |
| Correction to: ``Fatou closedness under model uncertainty | 2019-05-10 | Paper |
| Convexity and unique minimum points | 2019-01-24 | Paper |
| Brouwer's fan theorem and convexity | 2019-01-04 | Paper |
| Fatou closedness under model uncertainty | 2018-11-15 | Paper |
| Which eligible assets are compatible with comonotonic capital requirements? | 2018-08-28 | Paper |
| Strongly consistent multivariate conditional risk measures | 2018-07-05 | Paper |
| Model spaces for risk measures | 2017-11-23 | Paper |
| Robust optimal risk sharing and risk premia in expanding pools | 2016-12-13 | Paper |
| Convexity and constructive infima | 2016-11-01 | Paper |
| A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle | 2016-08-31 | Paper |
| Risk-consistent conditional systemic risk measures | 2016-04-20 | Paper |
| Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) | 2014-11-14 | Paper |
| Dilatation monotonicity and convex order | 2014-11-06 | Paper |
| The Mathematical Concept of Measuring Risk | 2014-06-30 | Paper |
| Are law-invariant risk functions concave on distributions? | 2014-05-21 | Paper |
| On the lower arbitrage bound of American contingent claims | 2014-04-23 | Paper |
| The canonical model space for law-invariant convex risk measures is \(L^{1}\) | 2013-02-28 | Paper |
| Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) | 2013-01-20 | Paper |
| Dual representation of monotone convex functions on 𝐿⁰ | 2011-12-07 | Paper |
| Subgradients of law-invariant convex risk measures on \(L^{1}\) | 2010-07-30 | Paper |
| Convex risk measures beyond bounded risks | 2010-04-01 | Paper |
| Optimal risk sharing with different reference probabilities | 2009-06-10 | Paper |
| Optimal capital and risk allocations for law- and cash-invariant convex functions | 2009-02-28 | Paper |
| Bipolar Theorems for Sets of Non-negative Random Variables | N/A | Paper |
