Concepedia

Irina Penner

IP

Statistics

Publications

7

Citations

408

H-Index

7

Active since

2006

Affiliations

Humboldt-Universität zu Berlin(Current)

Irina Penner is an author at Humboldt-Universität zu Berlin specializing in finance, engineering, and risk management.

Top concepts

FinanceEngineeringRisk ManagementBusinessStatisticsProbabilityAsset PricingMathematical ProgrammingManagementFinancial Engineering

Publications per year

2006–2023

7

Publications

7

Convex risk measures and the dynamics of their penalty functions

Hans Föllmer, Irina Penner · Statistics & Risk Modeling · 2006 · 189 citations

Mathematical Programming, Engineering, Asset Pricing +15

Hedging of Claims with Physical Delivery under Convex Transaction Costs

Teemu Pennanen, Irina Penner · SIAM Journal on Financial Mathematics · 2010 · 58 citations

Mathematical Programming, Option Pricing, Computational Finance +15

Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles

Beatrice Acciaio, Hans Föllmer, Irina Penner · Finance and Stochastics · 2012 · 54 citations · Full text

Risk Assessment, Uncertain Cash Flows, Economics +11

Modeling and pricing cyber insurance

Kerstin Awiszus, Thomas Knispel, Irina Penner et al. · European Actuarial Journal · 2023 · 47 citations · Full text

Dynamic convex risk measures: time consistency, prudence, and sustainability

Irina Penner · 2007 · 26 citations

Engineering, Risk Management, Risk Metric +3

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