| Publication | Date of Publication | Type |
|---|
Insurance-finance arbitrage
Mathematical Finance | 2024-11-20 | Paper |
| Insurance-Finance Arbitrage | 2020-05-22 | Paper |
Multiperiod insurance supervision: top-down models
European Actuarial Journal | 2011-08-25 | Paper |
| Supervisory insurance accounting mathematics for provision -- and solvency capital -- requirement | 2011-02-01 | Paper |
Risk Measures and Efficient use of Capital
ASTIN Bulletin | 2011-01-20 | Paper |
Coherent multiperiod risk adjusted values and Bellman's principle
Annals of Operations Research | 2008-03-31 | Paper |
Application of Coherent Risk Measures to Capital Requirements in Insurance
North American Actuarial Journal | 2006-01-13 | Paper |
Coherent measures of risk
Mathematical Finance | 2001-11-26 | Paper |
| scientific article; zbMATH DE number 1222788 (Why is no real title available?) | 1998-11-11 | Paper |
APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES
Mathematical Finance | 1997-10-01 | Paper |
DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
Mathematical Finance | 1997-03-23 | Paper |
`Finem Lauda' or the risks in swaps
Insurance Mathematics & Economics | 1990-01-01 | Paper |
Term structure of interest rates: The martingale approach
Advances in Applied Mathematics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3974666 (Why is no real title available?) | 1986-01-01 | Paper |
Envelopes and Geometrical Covers of Side-Payment Games and Their Market Representations
Mathematics of Operations Research | 1986-01-01 | Paper |
Gradients, subgradients, and economic equilibria
Advances in Applied Mathematics | 1983-01-01 | Paper |
A Theorem on Flow in Directed Graphs
Journal of the London Mathematical Society | 1979-01-01 | Paper |
Boundary behavior of supply. A continuity property of the maximizing correspondence
Journal of Mathematical Economics | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3538613 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3538613 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3540142 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3540142 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3433237 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3424874 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3424874 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3342575 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3347362 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3333841 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3288912 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3288912 (Why is no real title available?) | 1969-01-01 | Paper |
