Working Papers, Center for Mathematical Economics (IMW), Bielefeld University

ISSN: 0931-6558

Collection's Items (Sorted by Title in Descending order): 1 to 20 of 331
Year of PublicationTitleAuthor(s)
2024Optimal consumption and investment under relative performance citeria with Epstein-Zin utilityDianetti, Jodi; Riedel, Frank; Stanza, Lorenzo
2023Ergodic mean-field games of singular control with regime-switchingDianetti, Jodi; Ferrari, Giorgio; Tzouanas, Ioannis
2023A stationary mean-field equilibrium model of irreversible investment in a two-regime economyAïd, René; Basei, Matteo; Ferrari, Giorgio
2023Convergence of infinitesimal generators and stability of convex monotone semigroupsBlessing, Jonas; Kupper, Michael; Nendel, Max
2023Linear-quadratic-singular stochastic differential games and applicationsDianetti, Jodi
2023Uncertainty over uncertainty in environmental policy adoption: Bayesian larning of unpredictable socioeconomic costsBasei, Matteo; Ferrari, Giorgio; Rodosthenous, Neofytos
2023Pricing of electricity swaps with geometric averagingKemper, Annika; Schmeck, Maren Diane
2023A principal-agent framework optimal incentives in renewable investmentsAïd, René; Kemper, Annika; Touzi, Nizar
2023Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDESDianetti, Jodi
2023Striking the balance: Life insurance timing and asset allocation in financial planningChen, An; Ferrari, Giorgio; Zhu, Shihao
2023Irreversible reinsurance: Minimization of capital injections in presence of a fixed costFederico, Salvatore; Ferrari, Giorgio; Torrente, Maria Laura
2023Optimal retirement choice under age-dependent force of mortalityFerrari, Giorgio; Zhu, Shihao
2022Optimal execution with multiplicative price impact and incomplete information on the returnDammann, Felix; Ferrari, Giorgio
2022Convex monotone semigroups and their generators with respect to Г-convergenceBlessing, Jonas; Denk, Robert; Kupper, Michael; Nendel, Max
2022Efficient allocations under ambiguous model uncertaintyHara, Chiaki; Mukerji, Sujoy; Riedel, Frank; Tallon, Jean-Marc
2022The Shapley NTU-value via surface measuresRosenmüller, Joachim
2022Demographic changes and asset prices in an overlappig generations modelSimo-Kengne, Beatrice D.; Riedel, Frank; Demeze-Jouatsa, Ghislain-Herman
2022Operator semigroups in the mixed topology and the infinitesimal description of Markov processesGoldys, Ben; Nendel, Max; Röckner, Michael
2022Optimal vaccination in a SIRS epedemic modelFederico, Salvatore; Ferrari, Giorgio; Torrente, Maria-Laura
2022Fairness-based altruismBreitmoser, Yves; Vorjohann, Pauline
Collection's Items (Sorted by Title in Descending order): 1 to 20 of 331