Browsing All of EconStor by Author Biagini, Francesca
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2005 | On the timing option in a futures contract | Biagini, Francesca; Björk, Tomas |
2016 | Risk minimization for insurance products via F-doubly stochastic Markov chains | Biagini, Francesca; Groll, Andreas; Widenmann, Jan; Luo, Xiaolin |
2020 | On fairness of systemic risk measures | Biagini, Francesca; Fouque, Jean-Pierre; Frittelli, Marco; Meyer-Brandis, Thilo |
2021 | Estimating extreme cancellation rates in life insurance | Biagini, Francesca; Huber, Tobias; Jaspersen, Johannes G.; Mazzon, Andrea |
2022 | Neural network approximation for superhedging prices | Biagini, Francesca; Gonon, Lukas; Reitsam, Thomas |