81 Infos zu Gregor Svindland

2 Aktuelle Nachrichten

Gregor Svindland: Pareto Optimal Allocations for Law-Invariant Robust Utilities. We prove the existence of Pareto optimal allocations if the involved agents have  ...

Statistica e Probabilità. Convex Risk Measures Beyond Bounded Risks. Attach. N10 Piazza Sraffa 13 1° piano. Gregor Svindland (Mathematics Institute, University of Munich)

3 Profile in Sozialen Netzwerken

MOVED TO https://git.fs.lmu.de/O-Phase/ersti-einstein - ersti-einstein/beratung.tex at master · gaflmu/ersti-einstein

Show/Hide Abstract Dual Representation of Monotone Convex Functions on L0 ( 2012); Michael Kupper Gregor Svindland: We study monotone convex functions ...

Semantic Scholar profile for Gregor Svindland, with 56 highly influential citations and 49 scientific research papers.

1 Hobbys & Interessen

Which Set Existence Axioms Are Needed to Prove the Separable Hahn-Banach Theorem?Douglas K. Brown & Stephen G. Simpson Annals of Pure and  ...

2 Infos zur Ausbildung

... Gregor Svindland ... Abstract. Recently Heyde, Kou and Peng [C.C. Heyde, S.G. Kou, X.H. Peng, What

academic website

10 Bücher zum Namen

Verfasserangabe: Damir Filipović; Gregor Svindland. Jahr: Person: Filipović, Damir; Svindland, Gregor. Erschienen in: Mathematical finance : an ...

On the lower arbitrage bound of American contingent claims / Beatrice Acciaio; Gregor Svindland. Verfasser: Acciaio, Beatrice ; Svindland, Gregor, In:.

Der SCOR-Preis für Aktuarwissenschaften wurde zum 12. Mal verliehen. Die in Kooperation mit der Universität Ulm gestiftete Auszeichnung hat sich im...

Author: Gregor Svindland. Results. Optimal capital and risk allocations for law- and cash-invariant convex functions Springer Science+Business Media ...

14 Dokumente

Gregor Svindland. Ludwig Maximilian University of Munich. Date Written: September 1, Abstract. We study the market implications of ...

:32: From: gabriel.scherer at gmail.com (Gabriel Scherer) Date: on Foundations of Axiomatic Mathematics - Gregor Svindland on Algorithmic ...

Authors: Pablo Koch-Medina, Cosimo Munari, Gregor Svindland. (Submitted on 17 Feb (v1), last revised 20 May (this version, v2)). Abstract: We ...

Gregor Svindland. Ludwig Maximilian University of Munich October 27, Abstract: We study optimal portfolio choice and equilibrium asset ...

14 Wissenschaftliche Publikationen

Pablo Koch-Medina, Cosimo Munari, Gregor Svindland. Pages : Download PDF. Article preview. select article A multivariate tail covariance measure for ...

MICHAEL KUPPER AND GREGOR SVINDLAND. (Communicated by Richard Rochberg). Abstract. We study monotone convex functions : L°(Q ...

Bibliographic content of Finance and Stochastics, Volume 12

Gregor Svindland. Mathematics Institute LMU Munich . D Munich. Email:svindla [at] math [dot] lmu [dot] de. Office: B226. Arbeitsgruppe ...

6 Allgemeine Veröffentlichungen

Convex Risk Measures Beyond Bounded Risks. By Gregor Svindland. Type: Dissertation, NonPeerReviewed. Topics: Fakultät für Mathematik, Informatik und ...

Are law-invariant risk functions concave on distributions? Acciaio Beatrice (b. .uk) and Svindland Gregor (.de)

This is a unique book addressing the integration of risk methodology from various fields. It stimulates intellectual debate and communication across...

Lisez Convex risk measures beyond bounded risks [Elektronische Ressource] / Gregor Svindland en Document sur YouScribe - Convex Risk Measures BeyondBounded...

22 Webfunde aus dem Netz

Risk, Uncertainty, and Decision conference website

Widoczny [Schowaj] Abstrakt. 10, 20, 50, Liczba wyników. Informacje o twórcy. Adres strony. Kopiuj. Twórca. Gregor Svindland. Nazwisko. Svindland. Imię.

Search results for: Gregor Svindland ... Gregor Svindland · Mathematics and Financial Economics > > 8 > 3 > We study, for ...

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 ...

Die diesjährige Siegerarbeit von Gregor Svindland, eine Dissertation an der Ludwig- Maximilians-Universität München, beschäftigt sich mit mathematischen ...

Faculty of Mathematics and Geoinformation - Mathematics at the Vienna University of Technology: Automatically generated publication list

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...

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

MLA; BibTeX; RIS. Beatrice Acciaio, and Gregor Svindland. "Are law-invariant risk functions concave on distributions?." Dependence Modeling 1 (2013):

Math Finan Econ (2010) 3:3943 DOI s x. Continuity properties of law-invariant (quasi-)convex risk functions on L. Gregor Svindland.

Autor: Dietmar Zietsch - Der SCOR-Preis für Aktuarwissenschaften wurde zum 12. Mal verliehen. Die in Kooperation mit der Universität Ulm gestiftete -...

In this paper we provide a complete solution to the existence and characterization problem of optimal capital and risk allocations for not necessarily...

Beatrice Acciaio, Gregor Svindland (2013). Dependence Modeling ... Fabrizio Durante, Giovanni Puccetti, Matthias Scherer (2015). Dependence Modeling.

Dual representation of monotone convex functions on . Author(s): Michael Kupper; Gregor Svindland Journal: Proc. Amer. Math. Soc

Dr. Gregor Svindland (Juniorprofessur) Prof. Dr. Jan Swoboda ( Vertretungsprofessur) Prof. Dr. Stefan Ufer

Michael Kupper; Gregor Svindland Proc. Amer. Math. Soc (2011),

Gregor Svindland, Mathematik (LMU) http://www.fm.mathematik.uni-muenchen.de/personen/professors/gregor_svindland/index.html. Mathematisches Institut ...

Gregor Svindland fertigstellen. Arbeitstitel: The Mathematical Concept of Risk, Gudrun Klinker, 1) Buchartikel ...