Center for Mathematical Economics - Tag [publication]
New Article by Manuel Förster
Veröffentlicht am 16. August 2021
The article "Shadow links"by Manuel Förster, Ana Mauleon and Vincent Vannetelbosch has been accepted for publication in the Journal of Economic Theory.
New Article by Max Nendel
Veröffentlicht am 20. Juli 2021
The article with the title "Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems" by Max Nendel has been accepted for publication in SIAM - Journal on Control and Optimization.
New Article by Max Nendel
Veröffentlicht am 11. Juni 2021
The article with the title "Convex monotone semigroups on lattices of continuous functions" by Max Nendel, Michael Kupper and Robert Denk has been accepted for publication in Publications of the Research Institute for Mathematical Sciences.
New Article by Torben Koch
Veröffentlicht am 1. Juni 2021
The paper with the title "Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem" by Torben Koch and Tiziano Vargiolu has been accepted for publication in SICON.
Articel of Max Nendel, Frank Riedel and Maren Schmeck accepted for publication
Veröffentlicht am 28. Mai 2021
The Article "A decomposition of general premium principles into risk and deviation" of Max Nendel, Frank Riedel and Maren Schmeck has been accepted for publication in the Journal Insurance: Mathematics and Economics.
New Article by Julian Hölzermann
Veröffentlicht am 26. April 2021
The paper "The Hull-White Model under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Quantitative Finance.
New Article by Giorgio Ferrari and Patrick Schuhmann
Veröffentlicht am 14. April 2021
The article "Singular Control of the Drift of a Brownian System" by Salvatore Federico (University of Genoa), Giorgio Ferrari and Patrick Schuhmann has been accepted for publication on Applied Mathematics and Optimization.
New Article of Maren Schmeck
Veröffentlicht am 11. April 2021
The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" by Julia Eisenberg, Lukas Fabrykowski and Maren Diane Schmeck has been accepted for publication in Risks of the MDPI.
Article of Max Nendel accepted for publication
Veröffentlicht am 9. April 2021
The article "Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model" of Maren Schmeck, Julia Eisenberg and Lukas Fabrykowski has been accepted for publication in the Journal Risks.
New Article by Giorgio Ferrari, Frank Riedel and Michael Röckner
Veröffentlicht am 12. Februar 2021
The paper "On a Class of Infinite-Dimensional Singular Stochastic Control Problems" by Salvatore Federico, Giorgio Ferrari, Frank Riedel, and Michael Röckner has been accepted for publication on SIAM Journal on Control and Optimization.
New Article of Manuel Förster
Veröffentlicht am 11. Februar 2021
The article "Casting doubt: Image concerns and the communication of social impact" of Manuel Förster and Joel J. van der Weele was accepted for publication in "The Economic Journal".
New Article of Jodi Dianetti, Giorgio Ferrari and Max Nendel
Veröffentlicht am 20. Dezember 2020
The paper "Submodular Mean-Field Games: Existence and Approximation of Solutions" by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel has been accepted for publication on "The Annals of Applied Probability".
New Article of Max Nendel
Veröffentlicht am 14. Dezember 2020
Max Nendel's paper with the title "On nonlinear expectations and Markov chains under model uncertainty" has been accepted for publication in the International Journal of Approximate Reasoning.
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