Irina Penner
- Hedging of claims with physical delivery under convex transaction costs
2008/10/11 by Teemu Pennanen, Pennanen, Teemu, Irina Penner +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #26B25 #46A20 #49J53 #60G42 #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #math.FA #math.PR #msc:26B25 #msc:46A20 #msc:49J53 #msc:60G42 #q-fin.PR
- Dynamic risk measures
2010/02/19 by Beatrice Acciaio, Acciaio, Beatrice, Irina Penner +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60G35 #91B16 #91B30 #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM) #math.PR #msc:60G35 #msc:91B16 #msc:91B30 #q-fin.RM
- Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks
2022/08/18 by Kerstin Awiszus, Awiszus, Kerstin, Thomas Knispel +9 · 1 citation
Earth and Planetary Sciences · Physics and Astronomy · #Complex Network Analysis Techniques #Earth Systems and Cosmic Evolution #FOS: Economics and business #FOS: Mathematics #Opinion Dynamics and Social Influence #Probability (math.PR) #Risk Management (q-fin.RM)