Artzner, P., Delbaen, F., Eber, J.-M., Heath, D., and Ku, H. (2007). Coherent multiperiod risk adjusted values and bellman's principle. Annals of Operations Research, 152:5-22.
Artzner, P., Delbaen, F., and Koch-Medina, P. (2009). Risk measures and efficient use of capital. Astin Bulletin, 39:101-116.
Artzner, P. and Eisele, K.-T. (2010). Supervisory accounting: mathematics for provision - and solvency capital - requirements. ASTIN Bulletin, 40:569-585.
Cheridito, P., Filipovic, D., and Kupper, M. (2008). Dynamic risk measures, valuations and optimal dividends for insurance. Paper presented at the Oberwolfach MiniWorkshop on the Mathematics of Solvency, February 15.
Delbaen, F. (2006). The structure of m-stable sets and in particular of the set of risk neutral measures. Lecture Notes in Mathematics, 1874:215-258.
Delbaen, F. (2011). Monetary utility functions. Osaka Lecture Notes.
Eisele, K.-T. and Artzner, P. (2011). Multiperiod insurance supervision: top-down models. European Actuarial Journal, 1:107-130. [OpenAIRE]
Filipovic, D. and Kupper, M. (2007). Monotone and cash-invariant convex functions and hulls. Insurance: Mathematics and Economics, 41:1-16.
Kall, P. and Wallace, S. W. H. (1994). Stochastic programming. J. Wiley, New York.
Tasche, D. (2006). Measuring sectoral diversification in an asymptotic multifactor framework. Journal of Credit Risk, 2:33-55.