Výsledky vyhľadávania - "Liebrich, Felix‐Benedikt"

Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games.

Autori: Amarante, Massimiliano Liebrich, Felix-Benedikt Munari, Cosimo

Zdroj: Mathematics of Operations Research; Feb2025, Vol. 50 Issue 1, p743-763, 21p

Predmety: FUNCTIONALS, PROBABILITY theory, OPTIMISM, GAMES

Short Communication: Revisiting the Automatic Fatou Property of Law-Invariant Functionals.

Autori: Liebrich, Felix-Benedikt Munari, Cosimo

Zdroj: SIAM Journal on Financial Mathematics; 2025, Vol. 16 Issue 1, pSC1-SC11, 11p

Distortion risk measures: Prudence, coherence, and the expected shortfall.

Autori: Amarante, Massimiliano Liebrich, Felix‐Benedikt

Zdroj: Mathematical Finance; Oct2024, Vol. 34 Issue 4, p1291-1327, 37p

Predmety: PRUDENCE, ADDITIVES, MEASUREMENT

Risk sharing under heterogeneous beliefs without convexity.

Autori: Liebrich, Felix-Benedikt

Zdroj: Finance & Stochastics; Oct2024, Vol. 28 Issue 4, p999-1033, 35p

Predmety: STOCHASTIC dominance, PARETO optimum, RISK sharing, PROBABILITY measures, RISK assessment

Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives.

Autori: Liebrich, Felix-Benedikt Nendel, Max

Zdroj: SIAM Journal on Financial Mathematics; 2022, Vol. 13 Issue 4, p1344-1378, 35p

Model Uncertainty: A Reverse Approach.

Autori: Liebrich, Felix-Benedikt Maggis, Marco Svindland, Gregor

Zdroj: SIAM Journal on Financial Mathematics; 2022, Vol. 13 Issue 3, p1230-1269, 40p

Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity.

Autori: Liebrich, Felix-Benedikt Munari, Cosimo

Zdroj: Mathematics & Financial Economics; Jul2022, Vol. 16 Issue 3, p447-480, 34p

Risk sharing for capital requirements with multidimensional security markets.

Autori: Liebrich, Felix-Benedikt Svindland, Gregor

Zdroj: Finance & Stochastics; Oct2019, Vol. 23 Issue 4, p925-973, 49p

Predmety: CAPITAL requirements, FINANCIAL markets, RISK sharing, CAPITAL stock

Gesamtheft 32(3). (German)

Zdroj: Mitteilungen der DMV; Sep2024, Vol. 32 Issue 3, pI-LIX, 59p

Predmety: SUPPLY & demand of teachers, PRESIDENTIAL elections, MODEL theory, RESEARCH institutes, PRACTICAL politics

Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints.

Autori: Desmettre, Sascha Laudagé, Christian Sass, Jörn

Zdroj: Risks; Dec2020, Vol. 8 Issue 4, p114, 1p

Predmety: VALUE at risk, INCOMPLETE markets, OPTIONS (Finance), RATE of return, FINANCIAL markets