Narrow search
Showing 1 - 6 of 6
Cover Image
Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423
Persistent link: https://www.econbiz.de/10008221081
Cover Image
Optimal risk sharing with different reference probabilities
Acciaio, Beatrice; Svindland, Gregor - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 426-433
Persistent link: https://www.econbiz.de/10008244969
Cover Image
THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1
Filipović, Damir; Svindland, Gregor - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 585-590
Persistent link: https://www.econbiz.de/10009980094
Cover Image
A note on natural risk statistics
Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor - In: Operations research letters 36 (2008) 6, pp. 662-665
Persistent link: https://www.econbiz.de/10008880086
Cover Image
Optimal risk sharing with different reference probabilities
Acciaio, Beatrice; Svindland, Gregor - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 426-434
Persistent link: https://www.econbiz.de/10008892107
Cover Image
A note on natural risk statistics
Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor - In: Operations research letters 36 (2008) 6, pp. 662-664
Persistent link: https://www.econbiz.de/10008137904