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Bäuerle, Nicole
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1
Approximation of optimal reinsurance and dividend payout policies
Bäuerle, Nicole
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001917772
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2
Robust consumption-investment problems with random market coefficients
Rieder, Ulrich
;
Wopperer, Christoph
- In:
Mathematics and financial economics
6
(
2012
)
4
,
pp. 295-311
Persistent link: https://www.econbiz.de/10009623557
Saved in:
3
Stochastic control problems with delay
Bauer, Harald
;
Rieder, Ulrich
- In:
Mathematical methods of operations research
62
(
2005
)
2
,
pp. 411-427
Persistent link: https://www.econbiz.de/10003232697
Saved in:
4
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole
;
Blatter, Anja
- In:
Insurance / Mathematics & economics
48
(
2011
)
3
,
pp. 398-405
Persistent link: https://www.econbiz.de/10008989286
Saved in:
5
Dependence properties and comparison results for Lévy processes
Bäuerle, Nicole
;
Blatter, Anja
;
Müller, Alfred
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 161-186
Persistent link: https://www.econbiz.de/10003643618
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6
Optimal risk allocation in reinsurance networks
Bäuerle, Nicole
;
Glauner, Alexander
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 37-47
Persistent link: https://www.econbiz.de/10011929783
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7
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
8
Stochastic optimal growth model with risk sensitive preferences
Bäuerle, Nicole
;
Jaśkiewicz, Anna
- In:
Journal of economic theory
173
(
2018
),
pp. 181-200
Persistent link: https://www.econbiz.de/10011941621
Saved in:
9
Robust optimal investment and reinsurance problems with learning
Bäuerle, Nicole
;
Leimcke, Gregor
- In:
Scandinavian actuarial journal
2021
(
2021
)
2
,
pp. 82-109
Persistent link: https://www.econbiz.de/10012500254
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