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- A PDE approach to risk measures of derivatives
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- Partial hedging in financial markets with a large agent
- Optimal hedging when the underlying asset follows a regime-switching Markov process
- Economic neutral position: how to best replicate not fully replicable liabilities?
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- Partial super-hedging of derivatives with model risk
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- Dynamic coherent acceptability indices and their applications to finance
- A dynamic extension of the Foster-Hart measure of riskiness
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- Coherent multiperiod risk adjusted values and Bellman's principle
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- Insurance valuation: a computable multi-period cost-of-capital approach
- Dynamic coherent risk measures
- Minimizing shortfall risk and applications to finance and insurance problems
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