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Irina Penner · Study
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Author
Irina Penner
5 works
· latest 2023
· 2 institutions
cluster: provisional
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486
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Most cited in this library
Convex risk measures and the dynamics of their penalty functions
2006 · 184 citations
Dynamic Risk Measures
2011 · 127 citations
Modeling and pricing cyber insurance
2023 · 64 citations
Hedging of Claims with Physical Delivery under Convex Transaction Costs
2010 · 58 citations
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
2012 · 53 citations
Works
5 shown
Modeling and pricing cyber insurance
European Actuarial Journal
·
2023
·
6 authors
·
Open access
64
citations
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
Finance and Stochastics
·
2012
·
3 authors
·
Open access
53
citations
Dynamic Risk Measures
Springer eBooks
·
2011
·
2 authors
·
chapter
·
Open access
127
citations
Hedging of Claims with Physical Delivery under Convex Transaction Costs
SIAM Journal on Financial Mathematics
·
2010
·
2 authors
58
citations
Convex risk measures and the dynamics of their penalty functions
Statistics & Risk Modeling
·
2006
·
2 authors
184
citations