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Talks (titles and abstracts) – Insurance Mathematics and Stochastic...
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Gregor Svindland: Pareto Optimal Allocations for Law-Invariant Robust Utilities. We prove the existence of Pareto optimal allocations if the involved agents have ...
Universita' Bocconi
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Statistica e Probabilità. Convex Risk Measures Beyond Bounded Risks. Attach. N10 Piazza Sraffa 13 1° piano. Gregor Svindland (Mathematics Institute, University of Munich)
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ersti-einstein/beratung.tex at master · gaflmu/ersti-einstein · GitHub
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MOVED TO https://git.fs.lmu.de/O-Phase/ersti-einstein - ersti-einstein/beratung.tex at master · gaflmu/ersti-einstein
OPUS 4 | Suchen
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Show/Hide Abstract Dual Representation of Monotone Convex Functions on L0 ( 2012); Michael Kupper Gregor Svindland: We study monotone convex functions ...
Gregor Svindland | Semantic Scholar
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Semantic Scholar profile for Gregor Svindland, with 56 highly influential citations and 49 scientific research papers.
Interessen
Josef Berger & Gregor Svindland, A separating hyperplane theorem, the...
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Which Set Existence Axioms Are Needed to Prove the Separable Hahn-Banach Theorem?Douglas K. Brown & Stephen G. Simpson Annals of Pure and ...
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A note on natural risk statistics | Scholars Portal Journals
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... Gregor Svindland ... Abstract. Recently Heyde, Kou and Peng [C.C. Heyde, S.G. Kou, X.H. Peng, What
Bücher
The canonical model space for law-invariant convex risk measures is L...
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Verfasserangabe: Damir Filipović; Gregor Svindland. Jahr: Person: Filipović, Damir; Svindland, Gregor. Erschienen in: Mathematical finance : an ...
OPC4 - results/titledata
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On the lower arbitrage bound of American contingent claims / Beatrice Acciaio; Gregor Svindland. Verfasser: Acciaio, Beatrice ; Svindland, Gregor, In:.
Deutscher SCOR-Preis für Aktuarwissenschaften (eBook, PDF) von...
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Der SCOR-Preis für Aktuarwissenschaften wurde zum 12. Mal verliehen. Die in Kooperation mit der Universität Ulm gestiftete Auszeichnung hat sich im...
Gregor Svindland | XanEdu Customization Platform
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Author: Gregor Svindland. Results. Optimal capital and risk allocations for law- and cash-invariant convex functions Springer Science+Business Media ...
Dokumente zum Namen
Ambiguity Sensitive Preferences in Ellsberg Frameworks by Claudia...
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Gregor Svindland. Ludwig Maximilian University of Munich. Date Written: September 1, Abstract. We study the market implications of ...
From P.B.Levy at cs.bham.ac.uk Thu Feb 2 14:11: From: P.B ...
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:32: From: gabriel.scherer at gmail.com (Gabriel Scherer) Date: on Foundations of Axiomatic Mathematics - Gregor Svindland on Algorithmic ...
[ ] Which eligible assets are compatible with comonotonic...
arxiv.org
Authors: Pablo Koch-Medina, Cosimo Munari, Gregor Svindland. (Submitted on 17 Feb (v1), last revised 20 May (this version, v2)). Abstract: We ...
Ambiguity Aversion in Ellsberg Frameworks by Claudia Ravanelli,...
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Gregor Svindland. Ludwig Maximilian University of Munich October 27, Abstract: We study optimal portfolio choice and equilibrium asset ...
Wissenschaftliche Veröffentlichungen
IME | Insurance: Mathematics and Economics | Vol 81, Pages
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Pablo Koch-Medina, Cosimo Munari, Gregor Svindland. Pages : Download PDF. Article preview. select article A multivariate tail covariance measure for ...
DUAL REPRESENTATION OF MONOTONE CONVEX FUNCTIONS ON L⁰ on JSTOR
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MICHAEL KUPPER AND GREGOR SVINDLAND. (Communicated by Richard Rochberg). Abstract. We study monotone convex functions : L°(Q ...
dblp: Finance and Stochastics, Volume 12
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Bibliographic content of Finance and Stochastics, Volume 12
Gregor Svindland
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Gregor Svindland. Mathematics Institute LMU Munich . D Munich. Email:svindla [at] math [dot] lmu [dot] de. Office: B226. Arbeitsgruppe ...
Veröffentlichungen allgemein
Convex Risk Measures Beyond Bounded Risks - CORE
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Convex Risk Measures Beyond Bounded Risks. By Gregor Svindland. Type: Dissertation, NonPeerReviewed. Topics: Fakultät für Mathematik, Informatik und ...
EconPapers: Are law-invariant risk functions concave on distributions?
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Are law-invariant risk functions concave on distributions? Acciaio Beatrice (b. .uk) and Svindland Gregor (.de)
Risk - A Multidisciplinary Introduction | SpringerLink
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This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across...
Convex risk measures beyond bounded risks [Elektronische Ressource] /...
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Lisez Convex risk measures beyond bounded risks [Elektronische Ressource] / Gregor Svindland en Document sur YouScribe - Convex Risk Measures BeyondBounded...
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RISK, UNCERTAINTY & DECISION - List of Partecipants
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Risk, Uncertainty, and Decision conference website
Gregor Svindland - DML-PL - Yadda
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Widoczny [Schowaj] Abstrakt. 10, 20, 50, Liczba wyników. Informacje o twórcy. Adres strony. Kopiuj. Twórca. Gregor Svindland. Nazwisko. Svindland. Imię.
Gregor Svindland
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Search results for: Gregor Svindland ... Gregor Svindland · Mathematics and Financial Economics > > 8 > 3 > We study, for ...
au:Svindland_G in:q-fin - SciRate Search
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We consider the problem of optimal risk sharing in a pool of cooperative agents. We analyze the asymptotic behavior of the certainty equivalents and risk premia ...
Deutscher SCOR-Preis für Aktuarwissenschaften PDF Kostenfreier...
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Die diesjährige Siegerarbeit von Gregor Svindland, eine Dissertation an der Ludwig- Maximilians-Universität München, beschäftigt sich mit mathematischen ...
Publikationsliste
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Faculty of Mathematics and Geoinformation - Mathematics at the Vienna University of Technology: Automatically generated publication list
A separating hyperplane theorem, the fundamental theorem of asset...
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We prove constructively that every uniformly continuous convex function f:X→R+ has positive infimum, where X is the convex hull of finitely many vectors. Using...
The Mathematical Concept of Measuring Risk | springerprofessional.de
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One of the key tasks in risk management is the quantification of risk implied by uncertain future scenarios which then has to be interpreted with
EUDML | Are law-invariant risk functions concave on distributions?
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MLA; BibTeX; RIS. Beatrice Acciaio, and Gregor Svindland. "Are law-invariant risk functions concave on distributions?." Dependence Modeling 1 (2013):
Continuity properties of law-invariant (quasi-)convex risk functions...
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Math Finan Econ (2010) 3:3943 DOI s x. Continuity properties of law-invariant (quasi-)convex risk functions on L. Gregor Svindland.
Deutscher SCOR-Preis für Aktuarwissenschaften PDF eBook kaufen...
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Autor: Dietmar Zietsch - Der SCOR-Preis für Aktuarwissenschaften wurde zum 12. Mal verliehen. Die in Kooperation mit der Universität Ulm gestiftete -...
Optimal capital and risk allocations for law- and cash-invariant...
www.semanticscholar.org
In this paper we provide a complete solution to the existence and characterization problem of optimal capital and risk allocations for not necessarily...
EuDML | Browse
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Beatrice Acciaio, Gregor Svindland (2013). Dependence Modeling ... Fabrizio Durante, Giovanni Puccetti, Matthias Scherer (2015). Dependence Modeling.
AMS :: Proceedings of the American Mathematical Society
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Dual representation of monotone convex functions on . Author(s): Michael Kupper; Gregor Svindland Journal: Proc. Amer. Math. Soc
Reload this Page - Meinews.de
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Dr. Gregor Svindland (Juniorprofessur) Prof. Dr. Jan Swoboda ( Vertretungsprofessur) Prof. Dr. Stefan Ufer
AMS :: Proc. Amer. Math. Soc. -- Volume 139, Number 11
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Michael Kupper; Gregor Svindland Proc. Amer. Math. Soc (2011),
Faculty
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Gregor Svindland, Mathematik (LMU) http://www.fm.mathematik.uni-muenchen.de/personen/professors/gregor_svindland/index.html. Mathematisches Institut ...
To do Liste
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Gregor Svindland fertigstellen. Arbeitstitel: The Mathematical Concept of Risk, Gudrun Klinker, 1) Buchartikel ...
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