1. A regime switching model for temperature modeling and applications to weather derivatives pricing

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   • Azize Hayfavi
   • Tolga Omay

   OriginalPaper 16 May 2019 Pages: 1 - 42

   

2. Fractional risk process in insurance

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   • Nikolai Leonenko
   • Alois Pichler

   OriginalPaper 15 June 2019 Pages: 43 - 65

   

3. Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail

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   OriginalPaper 10 January 2020 Pages: 67 - 95

   

4. Optimal portfolio choice: a minimum expected loss approach

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   • Rosember Guerra-Urzola

   OriginalPaper Open access 07 September 2019 Pages: 97 - 120

   

5. Managing inventory with proportional transaction costs

   • Florent Gallien
   • Serge Kassibrakis
   • Semyon Malamud

   OriginalPaper 11 September 2019 Pages: 121 - 138

6. Dual representations for systemic risk measures

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   • Birgit Rudloff

   OriginalPaper 05 November 2019 Pages: 139 - 174

   

7. The learning premium

   • Maxim Bichuch
   • Paolo Guasoni

   OriginalPaper 29 November 2019 Pages: 175 - 205