Person:6114643

From MaRDI portal



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!

PublicationDate of PublicationType
Upper comonotonicity and risk aggregation under dependence uncertainty
Mathematical Finance
2026-01-26Paper
Risk bounds under right-tail uncertainty
Decisions in Economics and Finance
2026-01-16Paper
On expectiles and almost stochastic dominance
Insurance Mathematics & Economics
2026-01-13Paper
The impact of correlation on (Range) Value-at-Risk
Scandinavian Actuarial Journal
2023-07-12Paper


Research outcomes over time


This page was built for person: