Research

Preprints

• EGIC: Enhanced low-bit-rate generative image compression guided by semantic segmentation.
  (with Nikolai Körber, Andreas Siebert, Sascha Hauke, Daniel Müller-Gritschneder and Björn Schuller )
  arXiv:2309.03244, accepted at ECCV 2024

Published

• Dynamic systemic risk measures for bounded discrete time processes.
  (with Ludger Overbeck and Katrin Zilch )
  Mathematical Methods of Operations Research, March 2019, 1-32. (pdf)

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• Path-dependent BSDEs with jumps and their connection to PPIDEs.
  (with Ludger Overbeck and Jasmin Röder)
  Stochastics and Dynamics, Vol. 17, No. 5, 2017. (pdf)

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• Differentiability of BSVIEs and dynamic capital allocations.
  (with Ludger Overbeck )
  International Journal of Theoretical and Applied Finance 20(7), 2017, 1-26. (pdf)

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• Systemic risk measures on general measurable spaces.
  (with Ludger Overbeck and Katrin Zilch )
  Mathematical Methods of Operations Research, 1-35, May 2016. (SharedIt)

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• A note on optimal risk sharing on \(L^p\)-spaces.
  (with Ludger Overbeck )
  Operations Research Letters 44(2), 2016, 202-207. (pdf)

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• Feynman Kac for functional jump diffusions with an application to credit value adjustment.
  (with Ludger Overbeck and Jasmin Röder )
  Statistics & Probability Letters 105, 2015, 120-129. (pdf)

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• Representation of BSDE-based dynamic risk measures and dynamic capital allocations.
  (with Ludger Overbeck )
  International Journal of Theoretical and Applied Finance 17(5), 2014. (pdf)

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• Suitability of capital allocations for performance measurement.
  (with Ludger Overbeck )
  The Journal of Risk 16(6), 2014, 31-58. (pdf)

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• Reward-risk ratios.
  (with Patrick Cheridito )
  The Journal of Investment Strategies 3(1), 2013, 1-16. (pdf)

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• Ordered contribution allocations: theoretical properties and applications.
  (with Patrick Cheridito )
  The Journal of Risk 14(1), 2011, 123-135. (pdf)