2 papers
q-fin.MF2025
On effects of present-bias on carbon emission patterns towards a net zero target
Hansjörg Albrecher, Jinxia Zhu
This paper explores the optimal policy for using an allocated carbon emission budget over time with the objective to maximize profit, by explicitly taking into account present-bias…
math.OC2024
Optimal reinsurance from an optimal transport perspective
Beatrice Acciaio, Hansjörg Albrecher, Brandon GarcÃa Flores
We use the randomization idea and proof techniques from optimal transport to study optimal reinsurance problems. We start by providing conditions for a class of problems that allow…