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- A Note on Nonparametric Estimation of the CTE
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- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- Law invariant risk measures have the Fatou property
- Lectures on Stochastic Programming
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Modeling, measuring and managing risk
- On the \(L_p\)-metric between a probability distribution and its distortion
- Premiums and reserves, adjusted by distortions
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- Risk, ambiguity and the Savage axioms
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- The Dutch premium principle
- The Kantorovich metric: the initial history and little-known applications
- The natural Banach space for version independent risk measures
Cited in
(13)- Generalized quantiles as risk measures
- Risk aversion in imperfect natural gas markets
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk
- The Liability Regime of Insurance Pools and Its Impact on Pricing
- Distortion risk measure under parametric ambiguity
- Axiomatic characterization of insurance prices
- Competitive insurance market in the presence of ambiguity
- scientific article; zbMATH DE number 5907985 (Why is no real title available?)
- Knightian uncertainty and insurance regulation decision
- PRICING PARTICIPATING POLICIES WITH RATE GUARANTEES
- Golden options in financial mathematics
- Optimal reinsurance under risk and uncertainty
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