Principal Component Copulas for Capital Modelling

Are risk preferences stable for impactful financial decisions?

REGISTRATION REQUIRED. Optimal retirement saving and dissaving.

Performance measurement with the Omega ratio: Some pitfalls and how to avoid them

Risk sharing in Group Self Annuitization (GSA) schemes with heterogeneous participants

Is there a Carbon Premium? – Floor van der Sanden
Optimal Consumption, Investment, and Insurance Strategy Over the Life-Cycle for a Regret-Averse Investor – Djep Doreleijers

The Interaction of Leverage and Liquidity Management with Dynamic Investment

Systematic longevity risk: The willingness to pay

Optimal investment and consumption for retired couples with habit formation

Biodiversity Risks and the Carbon Premium

Daily leverage and long-term investing using leveraged exchange traded funds

Model-free and data driven methods in mathematical finance