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On the definition of risk
Lemos, Filipe, (2020)
A state-dependent dual risk model
Zhu, Lingjiong, (2024)
Risk model and the model risk : probabilistic decision theory applied to one often overlooked risk
Glukhov, Vacslav, (2011)
Optimal risk sharing with different reference probabilities
Acciaio, Beatrice, (2009)
On the Lower Arbitrage Bound of American Contingent Claims
Acciaio, Beatrice, (2011)
On the lower arbitrage bound of American contingent claims
Acciaio, Beatrice, (2014)