| Publication | Date of Publication | Type |
|---|
Qualitative robustness of utility-based risk measures
Annals of Operations Research | 2024-06-04 | Paper |
Revisiting optimal investment strategies of value-maximizing insurance firms
Insurance Mathematics & Economics | 2021-07-06 | Paper |
Law-invariant functionals that collapse to the mean
Insurance Mathematics & Economics | 2021-06-21 | Paper |
Dual representations for systemic risk measures based on acceptance sets
Mathematics and Financial Economics | 2021-05-05 | Paper |
Law-Invariant Functionals on General Spaces of Random Variables
SIAM Journal on Financial Mathematics | 2021-05-04 | Paper |
Existence, uniqueness, and stability of optimal payoffs of eligible assets
Mathematical Finance | 2020-05-14 | Paper |
| Market-consistent prices. An introduction to arbitrage theory | 2020-04-09 | Paper |
A simple characterization of tightness for convex solid sets of positive random variables
Positivity | 2018-10-04 | Paper |
Which eligible assets are compatible with comonotonic capital requirements?
Insurance Mathematics & Economics | 2018-08-28 | Paper |
Equilibria in the CAPM with non-tradeable endowments
Journal of Mathematical Economics | 2018-04-18 | Paper |
Existence, uniqueness and stability of optimal portfolios of eligible assets
(available as arXiv preprint) | 2017-02-07 | Paper |
Diversification, protection of liability holders and regulatory arbitrage
Mathematics and Financial Economics | 2017-01-31 | Paper |
Measuring risk with multiple eligible assets
Mathematics and Financial Economics | 2015-03-24 | Paper |
Measuring risk with multiple eligible assets
Mathematics and Financial Economics | 2015-03-24 | Paper |
Law-invariant risk measures: extension properties and qualitative robustness
Statistics & Risk Modeling | 2015-01-22 | Paper |
Law-invariant risk measures: extension properties and qualitative robustness
Statistics & Risk Modeling | 2015-01-22 | Paper |
Beyond cash-additive risk measures: when changing the numéraire fails
Finance and Stochastics | 2014-11-14 | Paper |
Beyond cash-additive risk measures: when changing the numéraire fails
Finance and Stochastics | 2014-11-14 | Paper |
Capital requirements with defaultable securities
Insurance Mathematics & Economics | 2014-09-22 | Paper |
| Capital adequacy tests and limited liability of financial institutions | 2014-01-14 | Paper |
Risk Measures and Efficient use of Capital
ASTIN Bulletin | 2011-01-20 | Paper |
| scientific article; zbMATH DE number 1855777 (Why is no real title available?) | 2003-01-20 | Paper |
Linear and Semilinear Parabolic Equations on BUC(ℝN)
Mathematische Nachrichten | 1997-06-03 | Paper |
Diffusive logistic growth on
Nonlinear Analysis: Theory, Methods & Applications | 1997-03-23 | Paper |
Long-time behaviour for reaction-diffusion equations on
Nonlinear Analysis: Theory, Methods & Applications | 1996-10-08 | Paper |
| scientific article; zbMATH DE number 884949 (Why is no real title available?) | 1996-08-05 | Paper |
Elliptic eigenvalue problems and unbounded continua of positive solutions of a semilinear elliptic equations
Journal of Differential Equations | 1996-07-09 | Paper |
Superconvexity of the evolution operator and parabolic eigenvalue problems on \(\mathbb{R}^ n\)
Differential and Integral Equations | 1995-09-25 | Paper |
Exponential stability, change of stability and eigenvalue problems for linear time-periodic parabolic equations on \(\mathbb{R}^ N\)
Differential and Integral Equations | 1995-08-24 | Paper |
| scientific article; zbMATH DE number 473348 (Why is no real title available?) | 1993-12-06 | Paper |
