Thomas Liebmann

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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!

PublicationDate of PublicationType
Sharing and growth in general random multiplicative environments
European Journal of Operational Research
2018-02-16Paper
Additive portfolio improvement and utility-efficient payoffs
Mathematics and Financial Economics
2017-03-07Paper
An alternative axiomatic characterisation of pricing operators
Journal of Applied Probability
2017-01-17Paper
Minimal \(q\)-entropy martingale measures for exponential time-changed Lévy processes
Finance and Stochastics
2014-12-17Paper
Fair valuation of insurance contracts under Lévy process specifications
Insurance Mathematics & Economics
2008-08-22Paper


Research outcomes over time


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