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Number of items: 14.

Koch-Medina, Pablo; Munari, Cosimo; Svindland, Gregor (2018). Which eligible assets are compatible with comonotonic capital requirements? Insurance: Mathematics and Economics, 81:18-26.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2018). A simple characterization of tightness for convex solid sets of positive random variables. Positivity, 22(4):1015-1022.

Koch-Medina, Pablo; Munari, Cosimo; Šikić, Mario (2017). Diversification, protection of liability holders and regulatory arbitrage. Mathematics and Financial Economics, 11(1):63-83.

Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn; Koch-Medina, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël (2016). Old-age provision: past, present, future. European Actuarial Journal, 6(2):287-306.

Koch-Medina, Pablo; Munari, Cosimo-Andrea (2016). Unexpected shortfalls of expected Shortfall: Extreme default profiles and regulatory arbitrage. Journal of Banking and Finance, 62:141-151.

Koch-Medina, Pablo; Munari, Cosimo-Andrea; Sikic, Mario (2015). Diversification, protection of liability holders and regulatory arbitrage. arXiv 1502.03252, University of Zurich.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2015). Measuring risk with multiple eligible assets. Mathematics and Financial Economics, 9(1):3-27.

Koch-Medina, Pablo; Moreno, Santiago; Munari, Cosimo-Andrea (2015). Capital adequacy tests and limited liability of financial institutions. Journal of Banking and Finance, 51:93-102.

Koch-Medina, Pablo; Munari, Cosimo (2014). Law-invariant risk measures: extension properties and qualitative robustness. Statistics & Risk Modeling, 31(3):1-22.

Barone-Adesi, Giovanni; Farkas, Walter; Koch-Medina, Pablo (2014). Capital levels and risk-taking propensity in financial institutions. Accounting and Finance Research, 3(1):85-89.

Moreno, Santiago; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2014). Capital Adequacy Tests and Limited Liability of Financial Institutions. Swiss Finance Institute Research Paper 14-03, University of Zurich.

Farkas, Walter; Munari, Cosimo-Andrea; Koch-Medina, Pablo (2014). Capital Requirements with Defaultable Securities. Insurance: Mathematics and Economics, 55:58-67.

Farkas, Walter; Koch-Medina, Pablo; Munari, Cosimo-Andrea (2013). Beyond cash-additive risk measures: When changing the numeraire fails. Finance and Stochastics, 18(1):145-173.

Artzner, Philippe; Delbaen, Freddy; Koch-Medina, Pablo (2009). Risk measures and efficient use of capital. ASTIN Bulletin, 39(1):101-116.

This list was generated on Sun Jan 20 14:27:35 2019 CET.