Gregor Svindland

Available identifiers

zbMath Open svindland.gregorMaRDI QIDQ271875

List of research outcomes

Publication	Date of Publication	Type
Constructive Convex Optimisation	2023-08-11	Paper
A Constructive Version of Carathéodory’s Convexity Theorem	2023-08-04	Paper
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks	2023-07-13	Paper
Building Resilience in Cybersecurity -- An Artificial Lab Approach	2022-11-09	Paper
Model Uncertainty: A Reverse Approach	2022-09-23	Paper
On Farkas' lemma and related propositions in BISH	2022-01-18	Paper
Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures	2021-07-04	Paper
Law-invariant functionals that collapse to the mean	2021-06-21	Paper
Law-Invariant Functionals on General Spaces of Random Variables	2021-05-04	Paper
Constructive Proofs of Negated Statements	2020-08-10	Paper
Efficient allocations under law-invariance: a unifying approach	2019-11-21	Paper
Risk sharing for capital requirements with multidimensional security markets	2019-09-19	Paper
Ambiguity sensitive preferences in Ellsberg frameworks	2019-09-03	Paper
Correction to: ``Fatou closedness under model uncertainty	2019-05-10	Paper
Convexity and unique minimum points	2019-01-24	Paper
BROUWER’S FAN THEOREM AND CONVEXITY	2019-01-04	Paper
Fatou closedness under model uncertainty	2018-11-15	Paper
Which eligible assets are compatible with comonotonic capital requirements?	2018-08-28	Paper
Strongly consistent multivariate conditional risk measures	2018-07-05	Paper
Model spaces for risk measures	2017-11-23	Paper
Robust optimal risk sharing and risk premia in expanding pools	2016-12-13	Paper
Convexity and constructive infima	2016-11-01	Paper
A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle	2016-08-31	Paper
Risk-consistent conditional systemic risk measures	2016-04-20	Paper
Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)	2014-11-14	Paper
Dilatation monotonicity and convex order	2014-11-06	Paper
The Mathematical Concept of Measuring Risk	2014-06-30	Paper
Are law-invariant risk functions concave on distributions?	2014-05-21	Paper
ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS	2014-04-23	Paper
THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1	2013-02-28	Paper
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)	2013-01-20	Paper
Dual representation of monotone convex functions on 𝐿⁰	2011-12-07	Paper
Subgradients of law-invariant convex risk measures on L1	2010-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q3550629	2010-04-01	Paper
Optimal risk sharing with different reference probabilities	2009-06-10	Paper
Optimal capital and risk allocations for law- and cash-invariant convex functions	2009-02-28	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Gregor Svindland