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Artikel
Modeling and pricing cyber insurance
Awiszus, Kerstin et al. In: European Actuarial Journal 13, 1. (2023), S. 1-53.
Artikel › Journalartikel
› 2023
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Artikel
Characterization of max-continuous local martingales vanishing at infinity
Acciaio, Beatrice; Penner, Irina. In: Electronic Communications in Probability Vol. 21 (2016), Issue 71. (2016), S. 1-10.
Artikel › Journalartikel
› 2016
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Sammelbandbeitrag
Consistent Risk Measures and a Non-linear Extension of Backwards Martingale Convergence
Föllmer, Hans; Penner, Irina. In: Festschrift Masatoshi Fukushima. Singapur: 2015, S. 183-202.
Sammelbandbeitrag › Festschrift
› 2015
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Artikel
Risk measures for processes and BSDEs
Réveillac, Anthony; Penner, Irina. In: Finance and Stochastics Volume 19, Issue 1. (2015), S. 23-66.
Artikel › Journalartikel
› 2015
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Artikel
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice et al. In: Finance and Stochastics . (2012), S. 669-709.
Artikel › Journalartikel
› 2012
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Sammelbandbeitrag
Dynamic convex risk measures
Acciaio, Beatrice; Penner, Irina. In: Advanced Mathematical Methods for Finance . Berlin Heidelberg: 2011, S. 1-34.
Sammelbandbeitrag › Aufsatz
› 2011
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Artikel
Monetary valuation of cash flows under Knightian uncertainty
Föllmer, Hans; Penner, Irina. In: International Journal of Theoretical and Applied Finance (IJTAF) . (2011), S. 1-15.
Artikel › Journalartikel
› 2011
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Artikel
Hedging of claims with physical delivery under convex transaction costs
Pennanen, Teemu; Penner, Irina. In: SIAM Journal on Financial Mathematics 1. (2010), S. 158-178.
Artikel › Journalartikel
› 2010
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Artikel
Convex risk measures and the dynamics of their penalty functions
Föllmer, Hans; Penner, Irina. In: Statistics and decisions 24, 1. (2006), S. 61-96.
Artikel › Journalartikel
› 2006