De Vecchi, C. and Scherer, M.
Pricing Insurance Contracts with an Existing Portfolio as Background Risk
forthcoming in Insurance: Mathematics and Economics
2025

Siggelkow, Constantin
Pricing, Optimization, and Risk Hedging in SME Factoring
2025
Dissertation
203 p.

Escobar M., Yang Y.J., and Zagst R.
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
North American Journal of Economics and Finance
2025