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Publications by Hans Föllmer

Spatial Risk Measures: Local Specification and Boundary Risk

Springer Proceedings in Mathematics and Statistics

English

Probabilistic Aspects of Finance

SSRN Electronic Journal

English

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Inf-Convolution of Risk Measures and Optimal Risk Transfer

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Predicting Risk With Risk Measures: An Empirical Study

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Solvency Capital Estimation and Risk Measures

Lecture Notes in Business Information Processing

Systems Engineering

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Solvency Capital Estimation and Risk Measures

SSRN Electronic Journal

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A Discussion on Recent Risk Measures With Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations

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Extremes for Coherent Risk Measures

Insurance: Mathematics and Economics

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Compatibility of Market Risk Measures

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Childhood Obesity: Risk Factors and Preventive Measures

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Remarks on Quantiles and Distortion Risk Measures

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