Felix-Benedikt Liebrich

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-asset return risk measures ASTIN Bulletin	2025-10-14	Paper
Short communication: revisiting the automatic Fatou property of law-invariant functionals SIAM Journal on Financial Mathematics	2025-03-05	Paper
Uniqueness of convex-ranged probabilities and applications to risk measures and games Mathematics of Operations Research	2025-02-21	Paper
Distortion risk measures: prudence, coherence, and the expected shortfall Mathematical Finance	2024-11-20	Paper
Risk sharing under heterogeneous beliefs without convexity Finance and Stochastics	2024-10-16	Paper
Are reference measures of law-invariant functionals unique? Insurance Mathematics & Economics	2024-09-18	Paper
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives SIAM Journal on Financial Mathematics	2023-01-04	Paper
Model uncertainty: a reverse approach SIAM Journal on Financial Mathematics	2022-09-23	Paper
Law-invariant functionals that collapse to the mean: beyond convexity Mathematics and Financial Economics	2022-07-15	Paper
Separability vs. robustness of Orlicz spaces: financial and economic perspectives (available as arXiv preprint)	2020-09-18	Paper
Efficient allocations under law-invariance: a unifying approach Journal of Mathematical Economics	2019-11-21	Paper
Risk sharing for capital requirements with multidimensional security markets Finance and Stochastics	2019-09-19	Paper
Model spaces for risk measures Insurance Mathematics & Economics	2017-11-23	Paper

Research outcomes over time

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