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Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Bäuerle, Nicole; Blatter, Anja - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 398-406
Persistent link: https://www.econbiz.de/10008884572
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The periodic risk model with investment
Kötter, Mirko; Bäuerle, Nicole - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 962-968
Persistent link: https://www.econbiz.de/10008893134
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Markov Decision Processes with Average-Value-at-Risk criteria
Bäuerle, Nicole; Ott, Jonathan - In: Mathematical methods of operations research 74 (2011) 3, pp. 361-380
Persistent link: https://www.econbiz.de/10009800147
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Markov decision processes with recursive risk measures
Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
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Nash equilibria for relative investors via no-arbitrage arguments
Bäuerle, Nicole; Göll, Tamara - In: Mathematical methods of operations research : ZOR 97 (2023) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014227381
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Distributionally robust Markov decision processes and their connection to risk measures
Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780
Persistent link: https://www.econbiz.de/10013374970
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Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410
Persistent link: https://www.econbiz.de/10014562844