- Coherent risk measures2012 | Faculty of Social Sciences
- Real-time changepoint detection in a nonlinear expectile model2023 | Faculty of Mathematics and Physics
- EMPIRICAL REGRESSION QUANTILE PROCESSES2020 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- Economic capital and risk management2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics