Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Risk Aversion in Regulatory Capital Principles., and . SIAM J. Financial Math., 11 (1): 169-200 (2020)An Axiomatic Foundation for the Expected Shortfall., and . Manag. Sci., 67 (3): 1413-1429 (2021)When do exact and powerful p-values and e-values exist?, , and . CoRR, (2023)Characterization, Robustness, and Aggregation of Signed Choquet Integrals., , and . Math. Oper. Res., 45 (3): 993-1015 (2020)A Theory for Measures of Tail Risk., and . Math. Oper. Res., 46 (3): 1109-1128 (2021)Detecting complete and joint mixability., and . J. Comput. Appl. Math., (2015)One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles., , and . SIAM J. Financial Math., 14 (2): 644-662 (June 2023)Weak comonotonicity., and . Eur. J. Oper. Res., 282 (1): 386-397 (2020)Star-Shaped Risk Measures., , , , and . Oper. Res., 70 (5): 2637-2654 (2022)Quantile-based risk sharing with heterogeneous beliefs., , , and . Math. Program., 181 (2): 319-347 (2020)