Search results
Results: 19
Number of items: 19
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Camlibel, M. K., Pang, J.-S., Schumacher, J. M., & Shen, J. (2017). Scalar linear complementarity systems do not exhibit Zeno behavior. IFAC-PapersOnLine, 50(1), 2947-2952. https://doi.org/10.1016/j.ifacol.2017.08.656
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Bao, H., Ponds, E. H. M., & Schumacher, J. M. (2017). Multi-period risk sharing under financial fairness. Insurance: Mathematics & Economics, 72, 49-66. https://doi.org/10.1016/j.insmatheco.2016.10.015
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Pazdera, J., Schumacher, J. M., & Werker, B. J. M. (2017). The composite iteration algorithm for finding efficient and financially fair risk-sharing rules. Journal of mathematical economics, 72, 122-133. https://doi.org/https://www.sciencedirect.com/science/article/pii/S0304406817301027 -
Kleinow, T., & Schumacher, J. M. (2017). Financial fairness and conditional indexation. Scandinavian Actuarial Journal, 2017(8), 651-669. https://doi.org/10.1080/03461238.2016.1225592
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Timmermans, S. H. J. T., Schumacher, J. M., & Ponds, E. H. M. (2017). A multi-objective decision framework for lifecycle investment. University of Amsterdam, section Quantitative Economics. https://doi.org/10.2139/ssrn.3038803
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Schumacher, J. M. (2017). Distortion risk measures, ROC curves, and distortion divergence. University of Amsterdam, section Quantitative Economics. https://doi.org/10.2139/ssrn.2956334
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Pazdera, J., Schumacher, J. M., & Werker, B. J. M. (2016). Cooperative Investment in Incomplete Markets under Financial Fairness. Insurance: Mathematics & Economics, 71, 394-406. https://doi.org/10.1016/j.insmatheco.2016.10.008
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Roorda, B., & Schumacher, J. M. (2016). Weakly time consistent concave valuations and their dual representations. Finance and Stochastics, 20(1), 123-151. https://doi.org/10.1007/s00780-015-0285-8
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Camlibel, M. K., & Schumacher, J. M. (2016). Linear passive systems and maximal monotone mappings. Mathematical programming, 157(2), 397-420. https://doi.org/10.1007/s10107-015-0945-7
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