Media type: E-Book; Thesis Title: A worst-case optimization approach to impulse perturbed stochastic control with application to financial risk management Contributor: Mönnig, Laurenz [Author]; Guiaş, Flavius [Degree supervisor]; Schweizer, Ben [Degree supervisor] Published: Dortmund: Universitätsbibliothek Dortmund, 2012 Extent: Online-Ressource Language: English Identifier: Keywords: Crash hedging ; Impulse perturbed stochastic control ; Optimal reinsurance ; Option pricing under crash risk ; Worst-case optimization ; Hochschulschrift Origination: University thesis: Dortmund, Technische Universität, Diss., 2012 Footnote: Access State: Open Access