| Publication | Date of Publication | Type |
|---|
| Robust portfolio selection under recovery average value at risk | 2024-05-06 | Paper |
| Microscopic traffic models, accidents, and insurance losses | 2024-04-30 | 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 |
| High-order curvilinear finite element magneto-hydrodynamics. I: A conservative Lagrangian scheme | 2022-06-13 | Paper |
| Market Efficient Portfolios in a Systemic Economy | 2022-05-31 | Paper |
| Implicit reduced Vlasov-Fokker-Planck-Maxwell model based on high-order mixed elements | 2022-04-14 | Paper |
| Simulation methods for robust risk assessment and the distorted mix approach | 2022-02-22 | Paper |
| Optimal risk sharing in insurance networks. An application to asset-liability management | 2020-11-04 | Paper |
| The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks | 2020-02-17 | Paper |
| Wave-based laser absorption method for high-order transport -- hydrodynamic codes | 2019-10-10 | Paper |
| The impact of insurance premium taxation | 2018-10-31 | Paper |
| Solvency II, or how to sweep the downside risk under the carpet | 2018-10-19 | Paper |
| PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL | 2018-10-19 | Paper |
| Measures of Systemic Risk | 2018-03-12 | Paper |
| Stochastic mortality models: an infinite-dimensional approach | 2014-11-14 | Paper |
| Reliable Quantification and Efficient Estimation of Credit Risk | 2013-07-30 | Paper |
| Stochastic Root Finding and Efficient Estimation of Convex Risk Measures | 2011-11-24 | Paper |
| From the equivalence principle to market consistent valuation | 2011-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3585710 | 2010-08-23 | Paper |
| Robust Preferences and Robust Portfolio Choice | 2009-06-05 | Paper |
| Credit contagion and aggregate losses | 2008-11-25 | Paper |
| Utility maximization under a shortfall risk constraint | 2008-11-13 | Paper |
| A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL | 2008-05-28 | Paper |
| A Benchmark Evaluation of Large-Scale Optimization Approaches to Binary Tomography | 2008-04-17 | Paper |
| Distribution-Invariant Risk Measures, Entropy, and Large Deviations | 2008-02-22 | Paper |
| Robust utility maximization with limited downside risk in incomplete markets | 2007-12-17 | Paper |
| A Linear Programming Relaxation for Binary Tomography with Smoothness Priors | 2007-05-29 | Paper |
| Prior Learning and Convex-Concave Regularization of Binary Tomography | 2007-05-29 | Paper |
| Adaptive Reconstruction of Discrete-Valued Objects from few Projections | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3410215 | 2006-11-23 | Paper |
| DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY | 2006-09-25 | Paper |
| Discrete tomography by convex--concave regularization and D.C. programming | 2005-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5700841 | 2005-11-02 | Paper |
| Combinatorial Image Analysis | 2005-08-12 | Paper |
| Transonic flutter computations for the NLR 7301 supercritical airfoil | 2001-10-21 | Paper |
