CentER

CentER is a world-class research institute that draws on the academic expertise of some of the most outstanding minds in the field of economics and business.

Center

Hans Schumacher



Address


J.M. Schumacher
Department of Econometrics and Operations Research, K 628
Tilburg University
P.O. Box 90153
5000 LE Tilburg, the Netherlands

Courier mail to: room K 527, Warandelaan 2, 5037 AB Tilburg, the Netherlands
Telephone: +31-(0)13 466 2050 (direct), +31-(0)13 466 2430 / 2340 (secretary)
Fax: +31-(0)13 466 3280
E-mail: jms@uvt.nl


Current working papers


B. Roorda, J.M. Schumacher
When can a risk measure be updated consistently?
Submitted

A.M. Würth, J.M. Schumacher
CVaR pricing and hedging in Unit-Linked insurance products
Submitted

A.M. Würth, J.M. Schumacher
Risk aversion for nonsmooth utility functions
To appear in Journal of Mathematical Economics.

W.P.M.H. Heemels, M.K. Camlibel, J.M. Schumacher, B. Brogliato
Observer-based control of linear complementarity systems
To appear in International Journal of Robust and Nonlinear Control.


Publications


List of publications


Affiliations


This page was last updated on December 19, 2010.