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Continuity properties of law-invariant (quasi-)convex risk functions on L∞
Svindland, Gregor - In: Mathematics and financial economics 3 (2010) 1, pp. 39-43
Persistent link: https://www.econbiz.de/10003978412
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Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423-439
Persistent link: https://www.econbiz.de/10003899207
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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/10009517621
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Which eligible assets are compatible with comonotonic capital requirements?
Koch Medina, Pablo; Munari, Cosimo-Andrea; Svindland, Gregor - In: Insurance / Mathematics & economics 81 (2018), pp. 18-26
Persistent link: https://www.econbiz.de/10011904606
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Model spaces for risk measures
Liebrich, Felix-Benedikt; Svindland, Gregor - In: Insurance / Mathematics & economics 77 (2017), pp. 150-165
Persistent link: https://www.econbiz.de/10011783938
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Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas; Laeven, Roger J. A.; Svindland, Gregor - In: Insurance / Mathematics & economics 70 (2016), pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
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Risk sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt; Svindland, Gregor - In: Finance and stochastics 23 (2019) 4, pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
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Law-invariant functionals that collapse to the mean
Bellini, Fabio; Koch Medina, Pablo; Munari, Cosimo-Andrea; … - In: Insurance / Mathematics & economics 98 (2021), pp. 83-91
Persistent link: https://www.econbiz.de/10012545267
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Strongly consistent multivariate conditional risk measures
Hoffmann, Hannes; Meyer-Brandis, Thilo; Svindland, Gregor - In: Mathematics and financial economics 12 (2018) 3, pp. 413-444
Persistent link: https://www.econbiz.de/10011963870