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Items where Author is "Fadina, Tolulope"

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Number of items: 10.

Article

Fadina, Tolulope and Hu, Junlei and Liu, Peng and Xia, Yi (2024) Optimal reinsurance with multivariate risks and dependence uncertainty. European Journal of Operational Research, 321 (1). pp. 231-242. DOI https://doi.org/10.1016/j.ejor.2024.09.037

Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2023) One axiom to rule them all: A minimalist axiomatization of quantiles. SIAM Journal on Financial Mathematics, 14 (2). pp. 644-662. DOI https://doi.org/10.1137/22M1531567

Bellini, Fabio and Fadina, Tolulope and Wang, Ruodu and Wei, Yunran (2022) Parametric measures of variability induced by risk measures. Insurance: Mathematics and Economics, 106. pp. 270-284. DOI https://doi.org/10.1016/j.insmatheco.2022.07.009

Fadina, Tolulope and Schmidt, Thorsten (2019) Default Ambiguity. Risks, 7 (2). p. 64. DOI https://doi.org/10.3390/risks7020064

Fadina, Tolulope and Neufeld, Ariel and Schmidt, Thorsten (2019) Affine processes under parameter uncertainty. Probability, Uncertainty and Quantitative Risk, 4 (1). DOI https://doi.org/10.1186/s41546-019-0039-1

Fadina, Tolulope and Herzberg, Frederik (2019) Hyperfinite construction of G-expectation. Stochastics, 91 (1). pp. 52-66. DOI https://doi.org/10.1080/17442508.2018.1502771

Monograph

Fadina, Tolulope and Liu, Peng and Wang, Ruodu (2021) One axiom to rule them all: An axiomatization of quantiles. Working Paper. SSRN. (Unpublished)

Fadina, Tolulope and Liu, Yang and Wang, Ruodu (2021) A Framework for Measures of Risk under Uncertainty. Working Paper. SSRN. (Unpublished)

Fadina, Tolulope and Bellini, Fabio and Wang, Ruodu and Wei, Yunran (2021) Parametric measures of variability induced by risk measures. Working Paper. arXiv. (Unpublished)

Fadina, Tolulope and Schmdit, Thorsten (2018) Ambiguity in defaultable term structure models. Working Paper. arXiv.

This list was generated on Fri Dec 13 18:46:32 2024 GMT.