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Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269
Persistent link: https://www.econbiz.de/10008214420
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Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
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Comonotone Pareto optimal allocations for law invariant robust utilities on L 1
Ravanelli, Claudia; Svindland, Gregor - In: Finance and stochastics 18 (2014) 1, pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
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Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline; Jiao, Ying - In: Finance and stochastics 19 (2015) 1, pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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Optimization of consumption with labor income
El Karoui, Nicole - In: Finance and stochastics 2 (1998) 4, pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218796
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218801
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Stein's method and zero bias transformation for CDO tranche pricing
El Karoui, Nicole; Jiao, Y. - In: Finance and stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10003939500