| Publication | Date of Publication | Type |
|---|
| A framework for measures of risk under uncertainty | 2024-04-02 | Paper |
| Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values | 2024-03-26 | Paper |
| Merging sequential e-values via martingales | 2024-03-25 | Paper |
| Diversification quotients based on VaR and ES | 2024-02-13 | Paper |
| Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence | 2023-11-09 | Paper |
| Risk Aversion and Insurance Propensity | 2023-10-13 | Paper |
| Choquet Regularization for Continuous-Time Reinforcement Learning | 2023-10-11 | Paper |
| Bayes risk, elicitability, and the Expected Shortfall | 2023-09-28 | Paper |
| Ordering and inequalities for mixtures on risk aggregation | 2023-09-28 | Paper |
| Pairwise counter-monotonicity | 2023-07-18 | Paper |
| Confidence and discoveries with \(e\)-values | 2023-07-07 | Paper |
| One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles | 2023-07-04 | Paper |
| On the existence of powerful p-values and e-values for composite hypotheses | 2023-05-25 | Paper |
| An impossibility theorem on capital allocation | 2023-04-18 | Paper |
| PELVE: probability equivalent level of VaR and ES | 2023-04-14 | Paper |
| Multiple testing under negative dependence | 2022-12-19 | Paper |
| Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory | 2022-12-06 | Paper |
| Star-Shaped Risk Measures | 2022-12-01 | Paper |
| Martingale Transports and Monge Maps | 2022-09-28 | Paper |
| Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures | 2022-09-26 | Paper |
| Parametric measures of variability induced by risk measures | 2022-09-14 | Paper |
| Optimal insurance to maximize RDEU under a distortion-deviation premium principle | 2022-05-12 | Paper |
| The directional optimal transport | 2022-05-06 | Paper |
| Admissible ways of merging \(p\)-values under arbitrary dependence | 2022-03-23 | Paper |
| Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient | 2022-03-11 | Paper |
| Risk aggregation under dependence uncertainty and an order constraint | 2022-03-10 | Paper |
| Risk measures induced by efficient insurance contracts | 2022-03-10 | Paper |
| Robustness in the Optimization of Risk Measures | 2022-02-18 | Paper |
| Distributional Transforms, Probability Distortions, and Their Applications | 2022-02-08 | Paper |
| Competitive equilibria in a comonotone market | 2022-02-04 | Paper |
| Simultaneous Optimal Transport | 2022-01-10 | Paper |
| Scenario-based risk evaluation | 2021-11-02 | Paper |
| Cash-subadditive risk measures without quasi-convexity | 2021-10-23 | Paper |
| E-values: calibration, combination and applications | 2021-09-28 | Paper |
| A Theory for Measures of Tail Risk | 2021-09-14 | Paper |
| Regulatory arbitrage of risk measures | 2021-07-16 | Paper |
| Stochastic decomposition for \(\ell_p\)-norm symmetric survival functions on the positive orthant | 2021-06-22 | Paper |
| Star-shaped Risk Measures | 2021-03-29 | Paper |
| Risk functionals with convex level sets | 2021-03-23 | Paper |
| Combining p-values via averaging | 2021-01-21 | Paper |
| Characterization, Robustness, and Aggregation of Signed Choquet Integrals | 2021-01-08 | Paper |
| DISTORTION RISKMETRICS ON GENERAL SPACES | 2020-12-13 | Paper |
| Quantile-Based Risk Sharing | 2020-10-12 | Paper |
| False discovery rate control with e-values | 2020-09-06 | Paper |
| Characterizing optimal allocations in quantile-based risk sharing | 2020-08-03 | Paper |
| Quantile-based risk sharing with heterogeneous beliefs | 2020-06-15 | Paper |
| Risk Aversion in Regulatory Capital Principles | 2020-06-08 | Paper |
| Is the inf-convolution of law-invariant preferences law-invariant? | 2020-03-20 | Paper |
| Convex risk functionals: representation and applications | 2020-02-03 | Paper |
| Weak comonotonicity | 2020-01-08 | Paper |
| An efficient approach to quantile capital allocation and sensitivity analysis | 2019-12-05 | Paper |
| Sums of standard uniform random variables | 2019-10-07 | Paper |
| Dual utilities on risk aggregation under dependence uncertainty | 2019-09-19 | Paper |
| Compatible matrices of Spearman's rank correlation | 2019-09-05 | Paper |
| Centers of probability measures without the mean | 2019-07-18 | Paper |
| CreditRisk+Model with Dependent Risk Factors | 2019-05-28 | Paper |
| Extremal dependence concepts | 2018-10-02 | Paper |
| General convex order on risk aggregation | 2018-07-13 | Paper |
| COMPOSITE BERNSTEIN COPULAS | 2018-06-04 | Paper |
| COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY | 2018-06-04 | Paper |
| Worst-Case Range Value-at-Risk with Partial Information | 2018-04-16 | Paper |
| ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY | 2018-04-13 | Paper |
| Pareto-optimal reinsurance arrangements under general model settings | 2017-11-23 | Paper |
| Risk bounds for factor models | 2017-07-21 | Paper |
| Computation of credit portfolio loss distribution by a cross entropy method | 2016-10-25 | Paper |
| Bernoulli and tail-dependence compatibility | 2016-08-23 | Paper |
| Joint Mixability | 2016-08-10 | Paper |
| Diversification limit of quantiles under dependence uncertainty | 2016-06-07 | Paper |
| Seven proofs for the subadditivity of expected shortfall | 2016-01-21 | Paper |
| Aggregation-robustness and model uncertainty of regulatory risk measures | 2015-11-09 | Paper |
| How Superadditive Can a Risk Measure Be? | 2015-10-21 | Paper |
| Current open questions in complete mixability | 2015-08-25 | Paper |
| On aggregation sets and lower-convex sets | 2015-06-18 | Paper |
| Elicitable distortion risk measures: a concise proof | 2015-06-11 | Paper |
| Extreme negative dependence and risk aggregation | 2015-03-24 | Paper |
| Detecting complete and joint mixability | 2015-01-08 | Paper |
| Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables | 2014-10-15 | Paper |
| Sum of arbitrarily dependent random variables | 2014-09-24 | Paper |
| Jackknife Empirical Likelihood Intervals for Spearman’s Rho | 2014-07-19 | Paper |
| Risk aggregation with dependence uncertainty | 2014-06-23 | Paper |
| Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates | 2014-06-23 | Paper |
| Empirical likelihood test for high dimensional linear models | 2014-06-05 | Paper |
| Jackknife empirical likelihood method for some risk measures and related quantities | 2014-04-10 | Paper |
| Jackknife empirical likelihood for parametric copulas | 2013-12-17 | Paper |
| Tests for covariance matrix with fixed or divergent dimension | 2013-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4921671 | 2013-05-13 | Paper |
| Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities | 2013-04-02 | Paper |
| Advances in Complete Mixability | 2012-07-08 | Paper |
| A class of multivariate copulas with bivariate Fréchet marginal copulas | 2012-02-10 | Paper |
| The complete mixability and convex minimization problems with monotone marginal densities | 2011-08-16 | Paper |
