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45 research outputs found
A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
Author
A Cherny
A Cherny
+88 more
A Cherny
A Cherny
A Cherny
A Cherny
A Hamel
A Hamel
A Jobert
A Ruszczyński
A Ruszczyński
A Ruszczyński
A Shapiro
A Shapiro
A Shapiro
B Acciaio
B Roorda
B Roorda
B Roorda
D Filipovic
DA Iancu
DM Kreps
E Rosazza Gianin
E Rosazza Gianin
E Rosazza Gianin
EN Barron
F Coquet
F Delbaen
F Delbaen
F Riedel
G Scandolo
G Szegö
H Föllmer
H Föllmer
H Föllmer
H Geman
HU Gerber
I Gilboa
I Penner
J Bion-Nadal
J Bion-Nadal
J Bion-Nadal
J Bion-Nadal
K Boda
K Detlefsen
L Jiang
LG Epstein
M Frittelli
M Frittelli
M Frittelli
M Frittelli
M Kaina
M Kupper
M Nutz
M Stadje
MJ Goovaerts
P Artzner
P Artzner
P Artzner
P Barrieu
P Carpentier
P Cheridito
P Cheridito
P Cheridito
P Cheridito
P Cheridito
P Cheridito
R Sircar
RJ Elliott
S Biagini
S Drapeau
S Klöppel
S Peng
S Peng
S Tutsch
S Weber
SN Cohen
SN Cohen
T Wang
T Zariphopoulou
TC Koopmans
TR Bielecki
TR Bielecki
TR Bielecki
TR Bielecki
TR Bielecki
TR Bielecki
V Fasen
Z Feinstein
Z Feinstein
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
Get PDF
Crossref
Vulnerable Options and Good Deal Bounds - A Structural Model
Author
Agatha Murgoci
H Johnson
+9 more
J
J Cochrane
M Schweizer
M.-W Hung
P Barrieu
P Klein
R Jarrow
T Bj�rk
V Henderson
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Robust Decision under Model Uncertainty
Author
A E Bernardo
A T Levin
+25 more
C Gollier
D Ellsberg
D Kahneman
F H Knight
F Maccheroni
F Sortino
H F�llmer
H M Markowitz
I Gilboa
L G Epstein
L Garlappi
L J Savage
L P Hansen
P Artzner
P Barrieu
P Barrieu
P Klibanoff
Pauline M. Barrieu
R C Merton
S Basak
S Tobelem
Sandrine Tobelem
V Demiguel
W F Sharpe
W F Sharpe
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
No full text
Crossref
Isolation and characterization of a Vitis vinifera transcription factor, VvWRKY1, and its effect on responses to fungal pathogens in transgenic tobacco plants
Author
A. Gauthier
B. Cailleteau
+9 more
C. Marchive
F. Barrieu
F. Regad
J. Pirrello
L. Deluc
M.-F. Corio-Costet
R. Mzid
S. Hamdi
V. Lauvergeat
Publication venue
'Oxford University Press (OUP)'
Publication date
Field of study
No full text
Crossref
Adjusted Expected Shortfall
Author
A Refsdal
A Schied
+33 more
C Acerbi
C Acerbi
C Biener
C Burgert
Cosimo Munari
D Filipovi�cfilipovi�c
F Liu
H F�llmer
H Markowitz
J F Ziegel
L R�schendorf
M Baes
M Kratz
M Leshno
M Shaked
Matteo Burzoni
P Artzner
P Barrieu
P Embrechts
P Koch-Medina
R Cont
R Frey
R T Rockafellar
R T Rockafellar
R Wang
R Wang
R Wang
Ruodu Wang
S Weber
T Mao
V Bignozzi
V Kr�tschmer
Z Du
Publication venue
'Elsevier BV'
Publication date
01/01/2020
Field of study
No full text
Crossref
Market Consistent and Sub-Consistent Valuations in Incomplete Markets
Author
A Balb�s
A Balb�s
+36 more
A Balb�s
A M G Cox
A M G Cox
A Pelsser
B Rudloff
B Rudloff
E F Fama
E Jouini
E Jouini
E Jouini
G W Bassett
H Assa
H F�llmer
H F�llmer
Hirbod Assa
I Karatzas
J H Cochrane
J Staum
J Y Campbell
M M Carhart
M Schweizer
M V W�thrich
N El Karoui
Nikolay Gospodinov
O Lamont
P Artzner
P Barrieu
P Barrieu
R T Rockafellar
R V D Goorbergh
S Happ
S Jaschke
S Malamud
S S Wang
T Arai
T Knispel
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
The IA|BE 2015 Mortality Projection for the Belgian Population
Author
A Cairns
A Cairns
+21 more
C Jaumain
E Pitacco
F Van Berkum
Federaal Planbureau
Federaal Planbureau
J Li
K Antonio
K Lambrechts
Katrien Antonio
L Doray
Lize Devolder
M B�rger
N Brouhns
N Brouhns
N Li
P Barrieu
P Delfosse
R Lee
S Haberman
Sander Devriendt
V Kannist�
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Conceptualizing Robustness in Risk Management
Author
B R Clarke
C Heyde
+33 more
C L Mallows
D Filipovic
F Bellini
G Dall&apos
G Pflug
Gerhard Stahl
H F�llmer
J C Hull
J Ziegel
J.-P Fouque
Jinsong Zheng
M Busse
M Morini
P Artzner
P Barrieu
P Bickel
P Cheridito
P Davies
P Embrechts
P Glasserman
P J Huber
P Jorion
P Sibbertsen
R Cont
R Cont
Robin Rühlicke
Ruediger Kiesel
S T Rachev
S Weber
T Gneiting
V Kr�tschmer
V Kr�tschmer
V Kr�tschmer
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model
Author
A. Badescu
A. L. Lewis
+67 more
B. Dupire
B. Øksendal
B. Øksendal
B. Øksendal
B. Øksendal
D. Kramkov
F. Black
F. Delbaen
F. Esscher
F. L. Yuen
G. Yin
H. Bülhmann
H. Föllmer
H. Föllmer
H. Föllmer
H. Meng
H. U. Gerber
H. U. Gerber
J. C. Cox
J. Fu
J. Liu
L. P. Hansen
M. Frittelli
M. Frittelli
M. J. Goovaerts
N. El Karoui
O. Bobrovnytska
O. Deprez
P. Artzner
P. Barrieu
P. Barrieu
R. C. Merton
R. C. Merton
R. Cont
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
R. J. Elliott
S. G. Kou
S. G. Kou
S. Mataramvura
S. N. Cohen
T. K. Siu
T. K. Siu
T. K. Siu
T. K. Siu
T. K. Siu
T. K. Siu
T. K. Siu
V. Naik
V. Piterbarg
X. De Scheemaekere
X. Guo
X. Mao
Y. Miyahara
Y. Shen
Y. Shen
Publication venue
'American Institute of Mathematical Sciences (AIMS)'
Publication date
01/01/2017
Field of study
No full text
Crossref
Measuring Exposure to Dependence Risk with Random Bernstein Copula Scenarios
Author
A Ben-Tal
A Edelman
+53 more
A Lipton
A Sancetta
A Venkatramanan
B Polyak
B Tavin
Bertrand Tavin
C Alexander
C Bernard
C Chan
C Werner
D Balog
F Durante
F Durante
G Coqueret
G Puccetti
H Andersen
H F�llmer
H F�llmer
H F�llmer
H Nguyen
I Csisz�r
I Ekeland
I Gilboa
J Csima
L Cui
L Lov�sz
L Lov�sz
M Beck
P Artzner
P Barrieu
P Carr
P Diaconis
P Gr�nwald
P Tankov
P Tankov
R Brualdi
R Carmona
R Cont
R Nelsen
R Sinkhorn
R Sinkhorn
R Smith
T Breuer
T Breuer
T Lux
T Tao
T Tervonen
V Cappellini
V Durrleman
V Durrleman
V Girko
X Li
X Li
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
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