J. M. Schumacher

发表

COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS

B. Roorda, J. M. Schumacher, J. Engwerda, 2005 .

Encyclopaedia of Mathematics, Supplement III

Konrad Engel, Willy Govaerts, Francisco Marcellán, 2002 .

Distortion Risk Measures, ROC Curves, and Distortion Divergence

J. M. Schumacher, 2017 .

Optimal Management and Differential Games in the Presence of Threshold Effects - The Shallow Lake Model

P. V. Reddy, J. M. Schumacher, J. Engwerda, 2012 .

An Irregular Grid Approach for Pricing High-Dimensional American Options

Johannes Schumacher, Steffan John Berridge, J. M. Schumacher, 2002 .

Model Risk and Regulatory Capital

J. M. Schumacher, B. Melenberg, Jeroen Kerkhof, 2002 .

Pricing High-Dimensional American Options Using Local Consistency Conditions

J. M. Schumacher, S. Berridge, Steffan John Berridge, 2004 .

A Cohort-Specific Collar Approach to Retirement Security

Eduard H. M. Ponds, J. M. Schumacher, S. Timmermans, 2011 .

The Composite Iteration Algorithm for Finding Efficient and Financially Fair Risk-Sharing Rules

B. Werker, J. M. Schumacher, J. Pazdera, 2017 .