Matthias Albrecht Fahrenwaldt

Available identifiers

zbMath Open fahrenwaldt.matthias-albrechtMaRDI QIDQ2201705

List of research outcomes

Publication	Date of Publication	Type
Nonrecursive separation of risk and time preferences	2020-09-17	Paper
Expected utility approximation and portfolio optimisation	2020-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q5204152	2019-12-09	Paper
Heat kernel asymptotics of the subordinator and subordinate Brownian motion	2019-06-04	Paper
PRICING OF CYBER INSURANCE CONTRACTS IN A NETWORK MODEL	2018-10-19	Paper
Dynamics of solvency risk in life insurance liabilities	2018-07-13	Paper
Sensitivity of life insurance reserves via Markov semigroups	2018-07-10	Paper
Option prices under liquidity risk as weak solutions of semilinear diffusion equations	2017-10-20	Paper
Off-diagonal heat kernel asymptotics of pseudodifferential operators on closed manifolds and subordinate Brownian motion	2017-09-01	Paper
Spectral functions of subordinate Brownian motion on closed manifolds:	2016-08-19	Paper
Short-time asymptotic expansions of semilinear evolution equations	2016-04-13	Paper
Heat trace asymptotics of subordinate Brownian motion in Euclidean space	2016-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q4541807	2002-07-31	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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