The following pages link to Gregor Svindland (Q271875):
Displaying 36 items.
- Risk-consistent conditional systemic risk measures (Q271876) (← links)
- A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle (Q306581) (← links)
- Convexity and constructive infima (Q334985) (← links)
- Dilatation monotonicity and convex order (Q468115) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Convexity and unique minimum points (Q1712926) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- On Farkas' lemma and related propositions in BISH (Q2067640) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Ambiguity sensitive preferences in Ellsberg frameworks (Q2323583) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Correction to: ``Fatou closedness under model uncertainty'' (Q2633886) (← links)
- Dual representation of monotone convex functions on 𝐿⁰ (Q3103281) (← links)
- Constructive Proofs of Negated Statements (Q3305626) (← links)
- (Q3550629) (← links)
- Subgradients of law-invariant convex risk measures on L1 (Q3576393) (← links)
- BROUWER’S FAN THEOREM AND CONVEXITY (Q4647099) (← links)
- THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (Q4906528) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- The Mathematical Concept of Measuring Risk (Q5165617) (← links)
- ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (Q5411397) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- A Constructive Version of Carathéodory’s Convexity Theorem (Q6111739) (← links)
- Constructive Convex Optimisation (Q6116074) (← links)
- Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks (Q6173879) (← links)
- Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures (Q6371946) (← links)
- Building Resilience in Cybersecurity -- An Artificial Lab Approach (Q6416655) (← links)
