Thomas Knispel

Available identifiers

zbMath Open knispel.thomasMaRDI QIDQ642089

List of research outcomes

Publication	Date of Publication	Type
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks	2023-07-13	Paper
Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures	2021-07-04	Paper
Optimal risk sharing in insurance networks. An application to asset-liability management	2020-11-04	Paper
Robust optimal risk sharing and risk premia in expanding pools	2016-12-13	Paper
https://portal.mardi4nfdi.de/entity/Q4925769	2013-06-12	Paper
Asymptotics of robust utility maximization	2012-04-20	Paper
From the equivalence principle to market consistent valuation	2011-10-25	Paper
ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS	2011-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q3562469	2010-05-21	Paper
Potentials of a Markov process are expected suprema	2007-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q5292404	2007-06-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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