The following pages link to Pablo Koch-Medina (Q471174):
Displaying 26 items.
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Law-invariant risk measures: extension properties and qualitative robustness (Q490344) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Superconvexity of the evolution operator and parabolic eigenvalue problems on \(\mathbb{R}^ n\) (Q1314624) (← links)
- Exponential stability, change of stability and eigenvalue problems for linear time-periodic parabolic equations on \(\mathbb{R}^ N\) (Q1328960) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Equilibria in the CAPM with non-tradeable endowments (Q1745657) (← links)
- A simple characterization of tightness for convex solid sets of positive random variables (Q1791092) (← links)
- Elliptic eigenvalue problems and unbounded continua of positive solutions of a semilinear elliptic equations (Q1913671) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- (Q4272980) (← links)
- (Q4788110) (← links)
- Long-time behaviour for reaction-diffusion equations on (Q4855167) (← links)
- (Q4880396) (← links)
- Linear and Semilinear Parabolic Equations on BUC(ℝ<i><sup>N</sup></i>) (Q4890780) (← links)
- Diffusive logistic growth on (Q4894175) (← links)
- Market-Consistent Prices (Q4960210) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Existence, uniqueness, and stability of optimal payoffs of eligible assets (Q5109985) (← links)
- Existence, uniqueness and stability of optimal portfolios of eligible assets (Q6282884) (← links)
- Qualitative robustness of utility-based risk measures (Q6549618) (← links)
