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Risk-minimizing hedging strategies for insurance payment processes
Møller, Thomas - In: Finance and stochastics 5 (2001) 4, pp. 419-446
Persistent link: https://www.econbiz.de/10001614592
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A large deviations approach to optimal long term investment
Pham, Huyên - In: Finance and stochastics 7 (2003) 2, pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
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Conditional and dynamic convex risk measures
Detlefsen, Kai; Scandolo, Giacomo - In: Finance and stochastics 9 (2005) 4, pp. 539-561
Persistent link: https://www.econbiz.de/10003133271
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Vector-valued coherent risk measures
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar - In: Finance and stochastics 8 (2004) 4, pp. 531-552
Persistent link: https://www.econbiz.de/10002261484
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Asymptotic distribution of law-invariant risk functionals
Pflug, Georg; Wozabal, Nancy - In: Finance and stochastics 14 (2010) 3, pp. 397-418
Persistent link: https://www.econbiz.de/10010216490
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Risk assessment for uncertain cash flows : model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina - In: Finance and stochastics 16 (2012) 4, pp. 669-709
Persistent link: https://www.econbiz.de/10009623537
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Comparative and qualitative robustness for law-invariant risk measures
Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and stochastics 18 (2014) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10010340784
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Optimal risk sharing with non-monotone monetary functionals
Acciaio, Beatrice - In: Finance and stochastics 11 (2007) 2, pp. 267-289
Persistent link: https://www.econbiz.de/10003439763
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Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne - In: Finance and stochastics 12 (2008) 2, pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary; Rudloff, Birgit - In: Finance and stochastics 19 (2015) 1, pp. 67-107
Persistent link: https://www.econbiz.de/10011417030