| Publication | Date of Publication | Type |
|---|
A bivariate Sarmanov regression model for count data with generalised Poisson marginals
Journal of Applied Statistics | 2020-10-21 | Paper |
Relative pricing of binary options in live soccer betting markets
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Should European gamblers play lotto in the USA?
European Journal of Operational Research | 2012-05-14 | Paper |
Fair (intra-bank transfer) prices for credits with stochastic recovery
Annals of Finance | 2012-03-06 | Paper |
Forecasting behavior in instable environments
Operations Research Proceedings 2008 | 2011-04-07 | Paper |
Expected utility versus the changes in knowledge ahead
European Journal of Operational Research | 2009-12-07 | Paper |
Expectation formation and regime switches
Experimental Economics | 2009-09-02 | Paper |
Individual forecasting behavior
CEJOR. Central European Journal of Operations Research | 2009-06-22 | Paper |
A Note on Credit Insurance
ASTIN Bulletin | 2009-06-15 | Paper |
| scientific article; zbMATH DE number 5494141 (Why is no real title available?) | 2009-01-20 | Paper |
Pricing and hedging with globally and instantaneously vanishing risk
Statistics & Decisions | 2008-08-14 | Paper |
Risk-adjusted value allocation for (non-traded) assets with performance ratios
Quantitative Finance | 2008-08-07 | Paper |
OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES
Mathematical Finance | 2008-04-30 | Paper |
Convex pricing by a generalized entropy penalty
The Annals of Applied Probability | 2008-04-23 | Paper |
Optimal Control of Favorable Games with Expected Loss Constraint
SIAM Journal on Control and Optimization | 2007-03-27 | Paper |
Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals
Statistics & Risk Modeling | 2007-01-30 | Paper |
Monetary utility over coherent risk ratios
Statistics & Risk Modeling | 2007-01-30 | Paper |
The knowledge ahead approach to risk. Theory and experimental evidence
Lecture Notes in Economics and Mathematical Systems | 2006-11-27 | Paper |
Heuristic modeling of expectation formation in a complex experimental information environment
European Journal of Operational Research | 2006-11-15 | Paper |
Dilatation monotonous Choquet integrals
Journal of Mathematical Economics | 2006-01-09 | Paper |
A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
Mathematical Finance | 2005-10-27 | Paper |
Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures
Statistics & Risk Modeling | 2005-10-18 | Paper |
BALAYAGE MONOTONOUS RISK MEASURES
International Journal of Theoretical and Applied Finance | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 1642350 (Why is no real title available?) | 2002-01-08 | Paper |
