| Publication | Date of Publication | Type |
|---|
| Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach | 2025-01-17 | Paper |
| Longevity Risk Modeling with the Consumer Price Index | 2024-11-18 | Paper |
| (No-)betting Pareto optima under rank-dependent utility | 2024-11-07 | Paper |
| Optimal insurance with mean-deviation measures | 2024-09-18 | Paper |
| Bowley Insurance with Expected Utility Maximization of the Policyholders | 2024-08-05 | Paper |
| Robust insurance design with distortion risk measures | 2024-07-02 | Paper |
| Equilibria and efficiency in a reinsurance market | 2024-02-13 | Paper |
| Bowley vs. Pareto optima in reinsurance contracting | 2023-07-03 | Paper |
| Pareto-optimal reinsurance with default risk and solvency regulation | 2023-06-16 | Paper |
| Optimal insurance under maxmin expected utility | 2023-04-12 | Paper |
| A discussion of ‘optimal reinsurance designs based on risk measures: a review’ | 2023-03-07 | Paper |
| Bilateral risk sharing in a comonotone market with rank-dependent utilities | 2023-02-01 | Paper |
| Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses | 2022-11-18 | Paper |
| Insurance with heterogeneous preferences | 2022-11-03 | Paper |
| Bowley reinsurance with asymmetric information: a first-best solution | 2022-09-19 | Paper |
| A marginal indemnity function approach to optimal reinsurance under the Vajda condition | 2022-07-22 | Paper |
| MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY | 2022-06-13 | Paper |
| Competitive equilibria in a comonotone market | 2022-02-04 | Paper |
| Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability | 2021-11-19 | Paper |
| Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs | 2021-11-19 | Paper |
| Risk sharing with multiple indemnity environments | 2021-11-05 | Paper |
| OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION | 2021-09-24 | Paper |
| Bowley reinsurance with asymmetric information on the insurer's risk preferences | 2021-09-13 | Paper |
| \( \tau \)-value for risk capital allocation problems | 2021-04-07 | Paper |
| Pricing in a competitive stochastic insurance market | 2021-03-17 | Paper |
| Nash equilibria in optimal reinsurance bargaining | 2020-08-03 | Paper |
| BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS | 2020-02-03 | Paper |
| A generalization of the Aumann-Shapley value for risk capital allocation problems | 2020-01-08 | Paper |
| Equilibrium recoveries in insurance markets with limited liability | 2019-12-30 | Paper |
| Constrained stochastic cost allocation | 2019-11-08 | Paper |
| On the existence of a representative reinsurer under heterogeneous beliefs | 2019-09-19 | Paper |
| Forecasting compositional risk allocations | 2019-01-15 | Paper |
| Insurance with multiple insurers: a game-theoretic approach | 2018-07-25 | Paper |
| Optimal insurance in the presence of reinsurance | 2018-07-17 | Paper |
| RISK SHARING WITH EXPECTED AND DUAL UTILITIES | 2018-06-04 | Paper |
| PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS | 2018-06-04 | Paper |
| COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES | 2018-06-04 | Paper |
| RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES | 2018-06-04 | Paper |
| Noncooperative dynamic games for general insurance markets | 2018-02-15 | Paper |
| Solvency II solvency capital requirement for life insurance companies based on expected shortfall | 2018-01-12 | Paper |
| Intergenerational risk sharing in closing pension funds | 2017-05-24 | Paper |
| Redistribution of longevity risk: the effect of heterogeneous mortality beliefs | 2017-01-31 | Paper |
| Capital allocation for portfolios with non-linear risk aggregation | 2017-01-31 | Paper |
| The role of a representative reinsurer in optimal reinsurance | 2016-12-13 | Paper |
| A Calderón multiplicative preconditioner for the electromagnetic Poincaré-Steklov operator of a heterogeneous domain with scattering applications | 2016-12-05 | Paper |
| Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator | 2016-10-07 | Paper |
| Algebraic multigrid for stationary and time‐dependent partial differential equations with stochastic coefficients | 2010-09-10 | Paper |
| Local Fourier Analysis of Multigrid for the Curl-Curl Equation | 2009-07-22 | Paper |
| On algebraic multigrid methods derived from partition of unity nodal prolongators | 2009-03-31 | Paper |
| An algebraic multigrid method for high order time-discretizations of the div-grad and the curl-curl equations | 2009-03-20 | Paper |
