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

ISSN: 0931-6558

Publikationen (sortiert nach Titel in absteigender Richtung): 41 bis 60 von 379
ErscheinungsjahrTitelAutor:innen
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
2023Optimal multiple stopping problem under nonlinear expectationLi, Hanwu
2023An axiomatic approach to default risk and model uncertainty in rating systemsNendel, Max; Streicher, Jan Maximilian
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
2022Consumption decision, portfolio choice and healthcare irreversible investmentFerrari, Giorgio; Zhu, Shihao
2022The Texas shoot-out under Knightian UncertaintyBauch, Gerrit; Riedel, Frank
2022The role of price normalization in imperfectly competitive economiesBöhm, Volker
2022A unifying framework for submodular mean field gamesDianetti, Jodi; Ferrari, Giorgio; Fischer, Markus; Nendel, Max
2022Optimal consumption for recursive preferences with local substitution: The case of certaintyLi, Hanwu; Riedel, Frank; Yang, Shuzhen
2022Stochastic representation under g-expectation and applications: The discrete time caseGrigorova, Miryana; Li, Hanwu
Publikationen (sortiert nach Titel in absteigender Richtung): 41 bis 60 von 379
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