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Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks
Free accessBASE | 2023| -
Resolvents for fractional-order operators with nonhomogeneous local boundary conditions
Free accessBASE | 2023| -
Large Insurance Portfolios - Simulation, Strategy Decisions, Asset-Liability Management
Free accessTIBKAT | 2023| -
Space-Time Mixed System Formulation of Phase-Field Fracture Optimal Control Problems
Free accessBASE | 2023| -
Efficient and Globally Convergent Minimization Algorithms for Small- and Finite-Strain Plasticity Problems
Free accessTIBKAT | 2023| -
A New Class of Quantile Processes with Applications in Risk Analysis and Valuation
Free accessBASE | 2022| -
Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return
Free accessBASE | 2022|
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