| Publication | Date of Publication | Type |
|---|
A random forest based approach for predicting spreads in the primary catastrophe bond market
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Assessing contaminated land cleanup costs and strategies
Applied Mathematical Modelling | 2020-01-15 | Paper |
Obituary: Ragnar Norberg (1945--2017)
European Actuarial Journal | 2019-09-03 | Paper |
Optimal design of derivatives in illiquid markets
Quantitative Finance | 2019-01-14 | Paper |
Assessing the costs of protection in a context of switching stochastic regimes
Applied Mathematical Finance | 2017-10-05 | Paper |
Assessing financial model risk
European Journal of Operational Research | 2016-07-25 | Paper |
Assessing financial model risk
European Journal of Operational Research | 2016-07-25 | Paper |
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Operations Research | 2014-08-11 | Paper |
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Understanding, modelling and managing longevity risk: key issues and main challenges
Scandinavian Actuarial Journal | 2013-12-13 | Paper |
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
The Annals of Probability | 2013-10-17 | Paper |
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
The Annals of Probability | 2013-10-17 | Paper |
Indifference pricing with uncertainty averse preferences
Journal of Mathematical Economics | 2013-03-06 | Paper |
General Pareto Optimal Allocations and Applications to Multi-Period Risks
ASTIN Bulletin | 2009-09-13 | Paper |
| Pricing, hedging, and designing derivatives with risk measures | 2009-03-16 | Paper |
Closedness results for BMO semi-martingales and application to quadratic BSDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-09-10 | Paper |
Optimal hitting time and perpetual option in a non-Lévy model: application to real options
Advances in Applied Probability | 2007-09-03 | Paper |
| Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures | 2007-08-07 | Paper |
| Dynamic financial risk management | 2006-10-23 | Paper |
Inf-convolution of risk measures and optimal risk transfer
Finance and Stochastics | 2006-05-24 | Paper |
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process
Journal of Computational and Applied Mathematics | 2005-11-01 | Paper |
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
Journal of Applied Probability | 2005-04-04 | Paper |
| scientific article; zbMATH DE number 2133102 (Why is no real title available?) | 2005-02-09 | Paper |
Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives)
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-09-15 | Paper |
