The following pages link to Stefan Weber (Q471179):
Displaying 39 items.
- Stochastic mortality models: an infinite-dimensional approach (Q471180) (← links)
- From the equivalence principle to market consistent valuation (Q642091) (← links)
- Martingale methods in financial modelling. (Q703592) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Credit contagion and aggregate losses (Q956527) (← links)
- Inhomogeneous voter models in one dimension (Q1397958) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Stochastics. Theory and applications. (Q1880594) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Implicit reduced Vlasov-Fokker-Planck-Maxwell model based on high-order mixed elements (Q2124006) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks (Q2296100) (← links)
- Wave-based laser absorption method for high-order transport -- hydrodynamic codes (Q2326763) (← links)
- Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
- Discrete tomography by convex--concave regularization and D.C. programming (Q2573249) (← links)
- High-order curvilinear finite element magneto-hydrodynamics. I: A conservative Lagrangian scheme (Q2672740) (← links)
- Transonic flutter computations for the NLR 7301 supercritical airfoil (Q2748728) (← links)
- Reliable Quantification and Efficient Estimation of Credit Risk (Q2841947) (← links)
- Stochastic Root Finding and Efficient Estimation of Convex Risk Measures (Q3100504) (← links)
- (Q3410215) (← links)
- A Linear Programming Relaxation for Binary Tomography with Smoothness Priors (Q3438923) (← links)
- Prior Learning and Convex-Concave Regularization of Binary Tomography (Q3439196) (← links)
- Adaptive Reconstruction of Discrete-Valued Objects from few Projections (Q3439199) (← links)
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL (Q3498244) (← links)
- (Q3585710) (← links)
- Robust Preferences and Robust Portfolio Choice (Q3631184) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL (Q4691252) (← links)
- Market Efficient Portfolios in a Systemic Economy (Q5080636) (← links)
- A Benchmark Evaluation of Large-Scale Optimization Approaches to Binary Tomography (Q5386017) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- Combinatorial Image Analysis (Q5465743) (← links)
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981) (← links)
- (Q5700841) (← links)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
- Microscopic traffic models, accidents, and insurance losses (Q6494319) (← links)
- Robust portfolio selection under recovery average value at risk (Q6496953) (← links)
- Multinomial backtesting of distortion risk measures (Q6665595) (← links)
