Publications
Optimal Reinsurance with Multiple Reinsurers: Distortion Risk Measures, Distortion Premium Principles, and Heterogeneous Beliefs. Insurance: Mathematics and Economics, 101(1), 23-37. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0167668720300883
. (2021). Pareto-Optimal Reinsurance under Individual Risk Constraints. Insurance: Mathematics and Economics, 107, 307-325.
. (2022). Equilibria and Efficiency in a Reinsurance Market. Insurance: Mathematics and Economics, 113(1), 24-49.
. (2023). Optimal Insurance under Maxmin-Expected-Utility. Finance and Stochastics, 27(2), 467-501. Retrieved from https://link.springer.com/article/10.1007/s00780-023-00497-y
. (2023). Optimal Insurance for a Prudent Decision-Maker under Heterogeneous Beliefs. European Actuarial Journal, 13(2), 703-730.
. (2023). Bowley vs. Pareto Optima in Reinsurance Contracting. European Journal of Operational Research, 307(1), 382-391. Retrieved from https://www.sciencedirect.com/science/article/abs/pii/S0377221722006476?via%3Dihub
. (2023). Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions. Mathematics of Operations Research, 48(2), 1158-1182.
. (2023). Stackelberg Equilibria with Multiple Policyholders. Insurance: Mathematics and Economics, 116(1), 189-201.
. (2024). Pareto-Optimal Insurance with an Upper Limit on the Insurer's Exposure. Scandinavian Actuarial Journal, 2024(3), 227-251.
. (2024). Pareto-Efficient Risk Sharing in Centralized Insurance Markets with Application to Flood Risk. Journal of Risk and Insurance.
. (Accepted). Bounds on Choquet Risk Measures in Finite Product Spaces with Ambiguous Marginals. Statistics & Risk Modeling.
. (Accepted). (No-)Betting Pareto Optima under Rank-Dependent Utility. Mathematics of Operations Research.
. (Accepted).