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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