Abstract evolution equations, periodic problems and applications P Koch-Medina, D Daners Pitman Research Notes in Mathematics Series, 1992 | 427 | 1992 |
Elliptic eigenvalue problems and unbounded continua of positive solutions of a semilinear elliptic equation JM Fraile, PK Medina, J López-Gómez, S Merino journal of differential equations 127 (1), 295-319, 1996 | 220 | 1996 |
Risk Measures and Efficient use of Capital1 P Artzner, F Delbaen, P Koch-Medina ASTIN Bulletin: The Journal of the IAA 39 (1), 101-116, 2009 | 94 | 2009 |
Beyond cash-additive risk measures: when changing the numéraire fails W Farkas, P Koch-Medina, C Munari Finance and Stochastics 18, 145-173, 2014 | 69 | 2014 |
Measuring risk with multiple eligible assets W Farkas, P Koch-Medina, C Munari Mathematics and Financial Economics 9, 3-27, 2015 | 67 | 2015 |
Insurance: models, digitalization, and data science H Albrecher, A Bommier, D Filipović, P Koch-Medina, S Loisel, ... European Actuarial Journal 9, 349-360, 2019 | 65 | 2019 |
The Economics of Insurance: How insurers create value for shareholders J Hancock, P Huber, P Koch Swiss Reinsurance Company, 2001 | 63 | 2001 |
Asset-liability management for long-term insurance business H Albrecher, D Bauer, P Embrechts, D Filipović, P Koch-Medina, R Korn, ... European Actuarial Journal 8, 9-25, 2018 | 43 | 2018 |
Mathematical finance and probability: a discrete introduction PK Medina, S Merino Birkhäuser, 2012 | 42* | 2012 |
Unexpected shortfalls of expected shortfall: Extreme default profiles and regulatory arbitrage P Koch-Medina, C Munari Journal of Banking & Finance 62, 141-151, 2016 | 38 | 2016 |
Capital requirements with defaultable securities W Farkas, P Koch-Medina, C Munari Insurance: Mathematics and Economics 55, 58-67, 2014 | 38 | 2014 |
Value creation in the insurance industry J Hancock, P Huber, P Koch Risk Management and Insurance Review 4 (2), 1-9, 2001 | 36 | 2001 |
Existence, uniqueness, and stability of optimal payoffs of eligible assets M Baes, P Koch‐Medina, C Munari Mathematical Finance 30 (1), 128-166, 2020 | 30 | 2020 |
Linear and Semilinear Parabolic Equations on BUC(ℝN) M Hieber, PK Medina, S Merino Mathematische Nachrichten 179 (1), 107-118, 1996 | 24 | 1996 |
Law-invariant functionals on general spaces of random variables F Bellini, P Koch-Medina, C Munari, G Svindland SIAM Journal on Financial Mathematics 12 (1), 318-341, 2021 | 22 | 2021 |
Law-invariant functionals that collapse to the mean F Bellini, P Koch-Medina, C Munari, G Svindland Insurance: Mathematics and Economics 98, 83-91, 2021 | 21 | 2021 |
Capital adequacy tests and limited liability of financial institutions P Koch-Medina, S Moreno-Bromberg, C Munari Journal of Banking & Finance 51, 93-102, 2015 | 21 | 2015 |
Diversification, protection of liability holders and regulatory arbitrage P Koch-Medina, C Munari, M Šikić Mathematics and Financial Economics 11, 63-83, 2017 | 20 | 2017 |
Long-time behaviour for reaction-diffusion equations on ℝN PK Medina, G Schätti Nonlinear Analysis: Theory, Methods & Applications 25 (8), 831-870, 1995 | 20 | 1995 |
Dual representations for systemic risk measures based on acceptance sets M Arduca, P Koch-Medina, C Munari Mathematics and Financial Economics 15, 155-184, 2021 | 17 | 2021 |