Folgen
Nicole Bäuerle
Nicole Bäuerle
Professor, Karlsruhe Institute of Technology
Bestätigte E-Mail-Adresse bei kit.edu
Titel
Zitiert von
Zitiert von
Jahr
Markov decision processes with applications to finance
N Bäuerle, U Rieder
Springer Science & Business Media, 2011
5482011
More risk-sensitive Markov decision processes
N Bäuerle, U Rieder
Mathematics of Operations Research 39 (1), 105-120, 2014
2052014
Benchmark and mean-variance problems for insurers
N Bäuerle
Mathematical Methods of Operations Research 62, 159-165, 2005
2022005
Portfolio optimization with Markov-modulated stock prices and interest rates
N Bauerle, U Rieder
IEEE Transactions on Automatic Control 49 (3), 442-447, 2004
1872004
Modeling and comparing dependencies in multivariate risk portfolios
N Bäuerle, A Müller
ASTIN Bulletin: The Journal of the IAA 28 (1), 59-76, 1998
1761998
Stochastic orders and risk measures: Consistency and bounds
N Bäuerle, A Müller
Insurance: Mathematics and Economics 38 (1), 132-148, 2006
1752006
Portfolio optimization with unobservable Markov-modulated drift process
U Rieder, N Bäuerle
Journal of Applied Probability 42 (2), 362-378, 2005
1692005
Markov decision processes with average-value-at-risk criteria
N Bäuerle, J Ott
Mathematical Methods of Operations Research 74, 361-379, 2011
1662011
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways
N Bäuerle, O Engelhardt-Funke, M Kolonko
European Journal of Operational Research 177 (2), 1180-1196, 2007
992007
Inequalities for stochastic models via supermodular orderings
N Bäuerle
Stochastic Models 13 (1), 181-201, 1997
981997
Portfolio optimization with jumps and unobservable intensity process
N Bäuerle, U Rieder
Mathematical Finance 17 (2), 205-224, 2007
892007
Asymptotic optimality of tracking policies in stochastic networks
N Bäuerle
The Annals of Applied Probability 10 (4), 1065-1083, 2000
762000
A monotonicity result for the workload in Markov-modulated queues
N Bäuerle, T Rolski
Journal of Applied Probability 35 (3), 741-747, 1998
621998
Some results about the expected ruin time in Markov-modulated risk models
N Bäuerle
Insurance: Mathematics and Economics 18 (2), 119-127, 1996
581996
Multivariate counting processes: copulas and beyond
N Bauerle, R Grubel
Astin Bulletin 35 (2), 379, 2005
572005
Optimal control of queueing networks: An approach via fluid models
N Bäuerle
Advances in Applied Probability 34 (2), 313-328, 2002
502002
MDP algorithms for portfolio optimization problems in pure jump markets
N Bäuerle, U Rieder
Finance and Stochastics 13, 591-611, 2009
492009
Zero-sum risk-sensitive stochastic games
N Bäuerle, U Rieder
Stochastic processes and their applications 127 (2), 622-642, 2017
462017
Optimal dividend-payout in random discrete time
H Albrecher, N Bäuerle, S Thonhauser
Statistics & Risk Modeling 28 (3), 251-276, 2011
462011
Portfolio optimization in fractional and rough Heston models
N Bäuerle, S Desmettre
SIAM Journal on Financial Mathematics 11 (1), 240-273, 2020
442020
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20