Irina Penner

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks European Actuarial Journal	2023-07-13	Paper
Characterization of max-continuous local martingales vanishing at infinity Electronic Communications in Probability	2016-12-21	Paper
Characterization of max-continuous local martingales vanishing at infinity Electronic Communications in Probability	2016-12-21	Paper
Consistent risk measures and a non-linear extension of backwards martingale convergence Festschrift Masatoshi Fukushima	2016-04-15	Paper
Risk measures for processes and BSDEs Finance and Stochastics	2015-01-19	Paper
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles Finance and Stochastics	2012-12-07	Paper
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles Finance and Stochastics	2012-12-07	Paper
Dynamic risk measures Advanced Mathematical Methods for Finance	2011-08-08	Paper
Monetary valuation of cash flows under Knightian uncertainty International Journal of Theoretical and Applied Finance	2011-03-30	Paper
Hedging of claims with physical delivery under convex transaction costs SIAM Journal on Financial Mathematics	2010-06-01	Paper
Dynamic convex risk measures: time consistency, prudence, and sustainability.	2008-12-30	Paper
Convex risk measures and the dynamics of their penalty functions Statistics & Risk Modeling	2007-01-30	Paper

Research outcomes over time

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