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The strictest common relaxation of a family of risk measures
Roorda, Berend; Schumacher, Johannes M. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10008839771
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Risk aversion for nonsmooth utility functions
Würth, Andreas; Schumacher, Johannes M. - In: Journal of mathematical economics 47 (2011) 2, pp. 109-128
Persistent link: https://www.econbiz.de/10009306475
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Weakly time consistent concave valuations and their dual representations
Roorda, Berend; Schumacher, Johannes M. - In: Finance and stochastics 20 (2016) 1, pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
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Coherent acceptability measures in multiperiod models
Roorda, Berend; Schumacher, Johannes M.; Engwerda, … - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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Multi-period risk sharing under financial fairness
Bao, Hailong; Ponds, Eduard; Schumacher, Johannes M. - In: Insurance / Mathematics & economics 72 (2017), pp. 49-66
Persistent link: https://www.econbiz.de/10011691513
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Linear versus nonlinear allocation rules in risk sharing under financial fairness
Schumacher, Johannes M. - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 995-1024
Persistent link: https://www.econbiz.de/10011999837
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The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas … - In: Journal of mathematical economics 72 (2017), pp. 122-133
Persistent link: https://www.econbiz.de/10011833220
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Financial fairness and conditional indexation
Kleinow, Torsten; Schumacher, Johannes M. - In: Scandinavian actuarial journal (2017) 8, pp. 651-669
Persistent link: https://www.econbiz.de/10011848577