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Pablo Koch
Pablo Koch
Professor of Finance and Insurance
Verified email at bf.uzh.ch
Title
Cited by
Cited by
Year
Abstract evolution equations, periodic problems and applications
P Koch-Medina, D Daners
Pitman Research Notes in Mathematics Series, 1992
4221992
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
2181996
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
942009
Beyond cash-additive risk measures: when changing the numéraire fails
W Farkas, P Koch-Medina, C Munari
Finance and Stochastics 18, 145-173, 2014
682014
Measuring risk with multiple eligible assets
W Farkas, P Koch-Medina, C Munari
Mathematics and Financial Economics 9, 3-27, 2015
672015
The Economics of Insurance: How insurers create value for shareholders
J Hancock, P Huber, P Koch
Swiss Reinsurance Company, 2001
632001
Insurance: models, digitalization, and data science
H Albrecher, A Bommier, D Filipović, P Koch-Medina, S Loisel, ...
European Actuarial Journal 9, 349-360, 2019
622019
Mathematical finance and probability: a discrete introduction
PK Medina, S Merino
Birkhäuser, 2012
41*2012
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
402018
Capital requirements with defaultable securities
W Farkas, P Koch-Medina, C Munari
Insurance: Mathematics and Economics 55, 58-67, 2014
382014
Unexpected shortfalls of expected shortfall: Extreme default profiles and regulatory arbitrage
P Koch-Medina, C Munari
Journal of Banking & Finance 62, 141-151, 2016
372016
Value creation in the insurance industry
J Hancock, P Huber, P Koch
Risk Management and Insurance Review 4 (2), 1-9, 2001
362001
Existence, uniqueness, and stability of optimal payoffs of eligible assets
M Baes, P Koch‐Medina, C Munari
Mathematical Finance 30 (1), 128-166, 2020
302020
Linear and Semilinear Parabolic Equations on BUC(ℝN)
M Hieber, PK Medina, S Merino
Mathematische Nachrichten 179 (1), 107-118, 1996
231996
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
212021
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
212021
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
202015
Long-time behaviour for reaction-diffusion equations on ℝN
PK Medina, G Schätti
Nonlinear Analysis: Theory, Methods & Applications 25 (8), 831-870, 1995
201995
Diversification, protection of liability holders and regulatory arbitrage
P Koch-Medina, C Munari, M Šikić
Mathematics and Financial Economics 11, 63-83, 2017
182017
Old-age provision: past, present, future
H Albrecher, P Embrechts, D Filipović, GW Harrison, P Koch, S Loisel, ...
European Actuarial Journal 6, 287-306, 2016
172016
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