| Publication | Date of Publication | Type |
|---|
| Fairness principles for insurance contracts in the presence of default risk | 2023-09-28 | Paper |
| Convex increasing functionals on $C_b(X)$ spaces | 2023-08-25 | Paper |
| Approximation with independent variables | 2023-07-25 | Paper |
| Monetary Utility Functions on $C_b(X)$ Spaces | 2022-09-16 | Paper |
| A multiset version of James's theorem | 2022-08-20 | Paper |
| Group cohesion under individual regulatory constraints | 2022-06-20 | Paper |
| Law of Large Numbers for Risk Measures | 2021-09-22 | Paper |
| Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions | 2021-08-27 | Paper |
| On the range of the subdifferential in non reflexive Banach spaces | 2021-04-23 | Paper |
| Mod-\(\phi\) convergence: approximation of discrete measures and harmonic analysis on the torus | 2021-03-16 | Paper |
| Conditionally atomless extensions of sigma algebras | 2020-03-19 | Paper |
| Mackey constraints for James's compactness theorem and risk measures | 2020-02-26 | Paper |
| Convex functions on dual Orlicz spaces | 2019-10-17 | Paper |
| Commonotonicity and $L^1$ Random Variables | 2019-05-13 | Paper |
| Precise Limit Theorems for Lacunary Series | 2018-05-10 | Paper |
| Risk measures with the CxLS property | 2016-05-23 | Paper |
| On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case | 2016-03-09 | Paper |
| Mod- Convergence | 2015-06-22 | Paper |
| Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space | 2015-06-11 | Paper |
| Remark on the Paper "Entropic Value-at-Risk: A New Coherent Risk Measure" by Amir Ahmadi-Javid, J. Opt. Theory and Appl., 155 (2001),1105--1123 | 2015-04-01 | Paper |
| On a class of law invariant convex risk measures | 2014-12-17 | Paper |
| A Remark on the Structure of Expectiles | 2013-07-22 | Paper |
| Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation | 2012-06-22 | Paper |
| A von Neumann-Morgenstern representation result without weak continuity assumption | 2012-04-18 | Paper |
| Representation of the penalty term of dynamic concave utilities | 2011-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3096730 | 2011-11-11 | Paper |
| Backward SDEs with superquadratic growth | 2011-09-27 | Paper |
| Existence and Non-uniqueness of Solutions for BSDE | 2011-05-31 | Paper |
| On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions | 2011-05-19 | Paper |
| Risk Measures and Efficient use of Capital | 2011-01-20 | Paper |
| Differentiability Properties of Utility Functions | 2010-02-05 | Paper |
| Harmonic analysis of stochastic equations and backward stochastic differential equations | 2010-01-15 | Paper |
| RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES | 2009-08-28 | Paper |
| On Esscher Transforms in Discrete Finance Models | 2009-06-15 | Paper |
| A note on the no arbitrage condition for international financial markets | 2009-02-06 | Paper |
| Coherent multiperiod risk adjusted values and Bellman's principle | 2008-03-31 | Paper |
| Coherent risk measures | 2007-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5294265 | 2007-07-24 | Paper |
| Erratum: Coherent and convex risk measures for unbounded càdlàg processes | 2006-12-08 | Paper |
| Dynamic monetary risk measures for bounded discrete-time processes | 2006-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5482555 | 2006-08-28 | Paper |
| The mathematics of arbitrage | 2006-06-13 | Paper |
| Coherent and convex monetary risk measures for unbounded càdlàg processes. | 2006-05-24 | Paper |
| Coherent and convex monetary risk measures for bounded càdlàg processes | 2005-08-05 | Paper |
| A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length | 2005-06-22 | Paper |
| On the law of one price | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4830522 | 2004-12-13 | Paper |
| A note on option pricing for the constant elasticity of variance model | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4451073 | 2004-02-23 | Paper |
| No arbitrage condition for positive diffusion price processes | 2004-02-03 | Paper |
| An interest rate model with upper and lower bounds | 2004-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4550909 | 2003-10-05 | Paper |
| PASSPORT OPTIONS | 2003-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2760175 | 2003-06-29 | Paper |
| Hedging under Transaction Costs in Currency Markets: a Discrete-Time Model | 2003-04-06 | Paper |
| Optimal rules for the sequential selection of monotone subsequences of maximum expected length | 2003-01-27 | Paper |
| Exponential Hedging and Entropic Penalties | 2002-10-28 | Paper |
| Coherent Measures of Risk | 2001-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4495098 | 2001-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263612 | 2000-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938952 | 2000-05-08 | Paper |
| The fundamental theorem of asset pricing for unbounded stochastic processes | 1999-07-18 | Paper |
| Weighted norm inequalities and hedging in incomplete markets | 1999-07-06 | Paper |
| A Simple Counterexample to Several Problems in the Theory of Asset Pricing | 1999-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221330 | 1999-03-14 | Paper |
| Convergence of discretized stochastic (interest rate) processes with stochastic drift term | 1999-03-14 | Paper |
| Long-term returns in stochastic interest rate models: different convergence results | 1999-03-14 | Paper |
| Subspaces of \(L_p\) isometric to subspaces of \(\ell_p\) | 1999-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213428 | 1998-11-25 | Paper |
| Long-term returns in stochastic interest rate models: convergence in law | 1998-05-04 | Paper |
| Consols In the Cir Model | 1998-04-05 | Paper |
| ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES | 1998-01-21 | Paper |
| The Banach space of workable contingent claims in arbitrage theory | 1997-10-05 | Paper |
| Attainable claims with \(p\)'th moments | 1997-09-02 | Paper |
| REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED | 1997-08-31 | Paper |
| DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS | 1997-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892362 | 1997-03-11 | Paper |
| The existence of absolutely continuous local martingale measures | 1996-07-08 | Paper |
| The variance-optimal martingale measure for continuous processes | 1996-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854269 | 1996-02-11 | Paper |
| Arbitrage possibilities in Bessel processes and their relations to local martingales | 1996-01-30 | Paper |
| Long-term returns in stochastic interest rate models | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4836332 | 1995-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318656 | 1995-02-16 | Paper |
| A general version of the fundamental theorem of asset pricing | 1994-12-11 | Paper |
| The Laplace transform of annuities certain with exponential time distribution | 1993-05-16 | Paper |
| Remarks on the methodology introduced by Goovaerts et al | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028987 | 1993-03-28 | Paper |
| A dynamic reinsurance theory | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751866 | 1990-01-01 | Paper |
| `Finem Lauda' or the risks in swaps | 1990-01-01 | Paper |
| A remark on the moments of ruin time in classical risk theory | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3356894 | 1990-01-01 | Paper |
| A martingale approach to premium calculation principles in an arbitrage free market | 1989-01-01 | Paper |
| Limit theorems for the present value of the surplus of an insurance portfolio | 1988-01-01 | Paper |
| Macro-economic influences on the crossing of dividend barriers | 1988-01-01 | Paper |
| Classical risk theory in an economic environment | 1987-01-01 | Paper |
| Martingales in Markov processes applied to risk theory | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750880 | 1986-01-01 | Paper |
| Inversed martingales in risk theory | 1985-01-01 | Paper |
| Representation theorems for extremal distributions | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317953 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321172 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3705996 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732833 | 1984-01-01 | Paper |
| On risk processes with the Markov property and with independent increments | 1983-01-01 | Paper |
| Limit distributions for risk processes in case of claim amounts of finite expectation | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670002 | 1982-01-01 | Paper |
| A class of special L//infinity spaces | 1980-01-01 | Paper |
| The Pełczyński property for some uniform algebras | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862591 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4180799 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197823 | 1978-01-01 | Paper |
| A Dunford-Pettis theorem for \(L^1/H^{\infty\perp}\) | 1977-01-01 | Paper |
| Weakly compact operators on the disc algebra | 1977-01-01 | Paper |
| The Dunford-Pettis property for certain uniform algebras | 1976-01-01 | Paper |
| Weakly compact sets in \(H^1\) | 1976-01-01 | Paper |
| Convex games and extreme points | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5657183 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3213663 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5584861 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5640504 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5644624 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5588883 | 1969-01-01 | Paper |
