Journal Publications
ZORA Publication List
Publications
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2013
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Beyond cash-additive risk measures: When changing the numeraire fails Finance and Stochastics, 18(1):145-173.
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2009
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Risk measures and efficient use of capital ASTIN Bulletin, 39(1):101-116.
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2001
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Value creation in the insurance industry Risk management and insurance review, 4(2):1-9.
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1996
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Diffusive logistic growth on RN Nonlinear Analysis: Theory, Methods & Applications, 27(8):879-894.
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Elliptic Eigenvalue Problems and Unbounded Continua of Positive Solutions of a Semilinear Elliptic Equation Journal of Differential Equations, 127(1):295-319.
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Linear and Semilinear Parabolic Equations on BUC(ℝN) Mathematische Nachrichten, 179(1):107-118.
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1995
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Long-time behaviour for reaction-diffusion equations on RN Nonlinear Analysis: Theory, Methods & Applications, 25(8):831-870.
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1994
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Exponential stability, change of stability and eigenvalue problems for linear time-periodic parabolic equations on RN Differential and Integral Equations, 7(5):1265-1284.
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Superconvexity of the evolution operator and parabolic eigenvalue problems on RN Differential and Integral Equations Differential and Integral Equations, 7(1):235-255.
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