Irina Penner

Available identifiers

Publication	Date of Publication	Type
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks	2023-07-13	Paper
Characterization of max-continuous local martingales vanishing at infinity	2016-12-21	Paper
Consistent risk measures and a non-linear extension of backwards martingale convergence	2016-04-15	Paper
Risk measures for processes and BSDEs	2015-01-19	Paper
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles	2012-12-07	Paper
Dynamic Risk Measures	2011-08-08	Paper
MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY	2011-03-30	Paper
Hedging of Claims with Physical Delivery under Convex Transaction Costs	2010-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q3549501	2008-12-30	Paper
Convex risk measures and the dynamics of their penalty functions	2007-01-30	Paper

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