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Center for Finance and Insurance, Department of Banking and Finance

Working Papers

Market-consistent valuation and financial management of an insurance firm
P. Koch-Medina, S. Moreno-Bromberg, C. Ravanelli, M. Sikic

Leverage and risk taking
S. Moreno-Bromberg, G. Roger

Financial market models in discrete time beyond the concave case
M. Sikic

Trading under market impact: Crossing networks interacting with dealer markets
J. Bielagk, U. Horst, S. Moreno-Bromberg

Robust martingale selection problem and its connections to the no-arbitrage theory
M. Burzoni, M. Sikic

Stability properties of Haezendonck-Goovaerts premium principles
N. Gao, C. Munari, F. Xanthos

Bilateral limited liability and risk management
S. Moreno-Bromberg, G. Roger