Number of items at this level: 4.
Belak, Christoph and Christensen, Soeren and Menkens, Olaf (2014) Worst-case optimal investment with a random number of crashes. Statistics and Probability Letters, 90 . pp. 140-148. ISSN 0167-7152
Korn, Ralf and Menkens, Olaf and Steffensen, Mogens (2012) Worst-case-optimal dynamic reinsurance for large claims. European Actuarial Journal, 2 (1). pp. 21-48. ISSN 2190-9733
Conference or Workshop Item
Sharkasi, Adel and Crane, Martin and Ruskin, Heather (2006) Apples and oranges: the difference between the reaction of the emerging and mature markets to crashes. In: Proceedings of 3rd Nikkei Econophysics Symposium - Practical Fruits of Econophysics, November 2004, Tokyo, Japan. ISBN 978-4-431-28914-2
Daniels, John A. (2012) On admissibility of deterministic and stochastic linear Volterra operators with applications to inefficient financial markets. PhD thesis, Dublin City University.