Thomas Knispel

MaRDI QIDQ642089zbMATH OpenFDO

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
Modeling and pricing cyber insurance. Idiosyncratic, systematic, and systemic risks European Actuarial Journal	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 European Actuarial Journal	2020-11-04	Paper
Robust optimal risk sharing and risk premia in expanding pools Insurance Mathematics & Economics	2016-12-13	Paper
Convex capital requirements for large portfolio	2013-06-12	Paper
Asymptotics of robust utility maximization The Annals of Applied Probability	2012-04-20	Paper
From the equivalence principle to market consistent valuation Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)	2011-10-25	Paper
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations Stochastics and Dynamics	2011-10-11	Paper
Optimal long term investment under model ambiguity.	2010-05-21	Paper
Potentials of a Markov process are expected suprema ESAIM: Probability and Statistics	2007-11-30	Paper
A representation of excessive functions as expected suprema	2007-06-21	Paper

Research outcomes over time

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