Optimal reinsurance with multivariate risks and dependence uncertainty
Fadina, Tolulope, Hu, Junlei, Liu, Peng, Xia, Yi
Published in European journal of operational research (16.02.2025)
Published in European journal of operational research (16.02.2025)
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Journal Article
Parametric measures of variability induced by risk measures
Bellini, Fabio, Fadina, Tolulope, Wang, Ruodu, Wei, Yunran
Published in Insurance, mathematics & economics (01.09.2022)
Published in Insurance, mathematics & economics (01.09.2022)
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Journal Article
Affine processes under parameter uncertainty
Fadina, Tolulope, Neufeld, Ariel, Schmidt, Thorsten
Published in Probability, uncertainty and quantitative risk (28.05.2019)
Published in Probability, uncertainty and quantitative risk (28.05.2019)
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Journal Article
Hyperfinite Construction of $G$-expectation
Fadina, Tolulope, Herzberg, Frederik
Published in IDEAS Working Paper Series from RePEc (01.01.2018)
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Published in IDEAS Working Paper Series from RePEc (01.01.2018)
Paper
A Framework for Measures of Risk under Uncertainty
Fadina, Tolulope, Liu, Yang, Wang, Ruodu
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
Paper