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Anzahl der Publikationen: 17
Zeitschriftenartikel
Liebrich, Felix-Benedikt; Maggis, Marco 
ORCID: https://orcid.org/0000-0003-4853-6456 und Svindland, Gregor
(2022):
Model Uncertainty: A Reverse Approach.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 3: S. 1230-1269
ORCID: https://orcid.org/0000-0003-4853-6456 und Svindland, Gregor
(2022):
Model Uncertainty: A Reverse Approach.
In: SIAM Journal on Financial Mathematics, Bd. 13, Nr. 3: S. 1230-1269
Berger, Josef und Svindland, Gregor
(2021):
On Farkas' lemma and related propositions in BISH.
In: Annals of Pure and Applied Logic, Bd. 173, Nr. 2, 103059
Berger, Josef und Svindland, Gregor
(2019):
Convexity and unique minimum points.
In: Archive for Mathematical Logic, Bd. 58, Nr. 1-2: S. 27-34
Ravanelli, Claudia und Svindland, Gregor
(2019):
Ambiguity sensitive preferences in Ellsberg frameworks.
In: Economic Theory, Bd. 67, Nr. 1: S. 53-89
Liebrich, Felix-Benedikt ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2019):
Risk sharing for capital requirements with multidimensional security markets.
In: Finance and Stochastics, Bd. 23, Nr. 4: S. 925-973
ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2019):
Risk sharing for capital requirements with multidimensional security markets.
In: Finance and Stochastics, Bd. 23, Nr. 4: S. 925-973
Liebrich, Felix-Benedikt ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2019):
Efficient allocations under law-invariance: A unifying approach.
In: Journal of Mathematical Economics, Bd. 84: S. 28-45
ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2019):
Efficient allocations under law-invariance: A unifying approach.
In: Journal of Mathematical Economics, Bd. 84: S. 28-45
Koch-Medina, Pablo; Munari, Cosimo und Svindland, Gregor
(2018):
Which eligible assets are compatible with comonotonic capital requirements?
In: Insurance Mathematics & Economics, Bd. 81: S. 18-26
Berger, Josef und Svindland, Gregor
(2018):
Brouwer’s Fan Theorem and Convexity.
In: Journal of Symbolic Logic, Bd. 83, Nr. 4: S. 1363-1375
[PDF, 152kB]
Maggis, Marco; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Fatou closedness under model uncertainty.
In: Positivity, Bd. 22, Nr. 5: S. 1325-1343
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Fatou closedness under model uncertainty.
In: Positivity, Bd. 22, Nr. 5: S. 1325-1343
Berger, Josef und Svindland, Gregor
(2018):
BROUWER'S FAN THEOREM AND CONVEXITY.
In: Journal of Symbolic Logic, Bd. 83, Nr. 4: S. 1363-1375
Hoffmann, Hannes; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Strongly consistent multivariate conditional risk measures.
In: Mathematics and Financial Economics, Bd. 12, Nr. 3: S. 413-444
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Strongly consistent multivariate conditional risk measures.
In: Mathematics and Financial Economics, Bd. 12, Nr. 3: S. 413-444
Liebrich, Felix-Benedikt ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2017):
Model spaces for risk measures.
In: Insurance Mathematics & Economics, Bd. 77: S. 150-165
ORCID: https://orcid.org/0000-0003-1491-720X und Svindland, Gregor
(2017):
Model spaces for risk measures.
In: Insurance Mathematics & Economics, Bd. 77: S. 150-165
Berger, Josef und Svindland, Gregor
(2016):
A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle.
In: Annals of Pure and Applied Logic, Bd. 167, Nr. 11: S. 1161-1170
Berger, Josef und Svindland, Gregor
(2016):
Convexity and constructive infima.
In: Archive for Mathematical Logic, Bd. 55, Nr. 7-8: S. 873-881
Hoffmann, Hannes; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2016):
Risk-consistent conditional systemic risk measures.
In: Stochastic Processes and their Applications, Bd. 126, Nr. 7: S. 2014-2037
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2016):
Risk-consistent conditional systemic risk measures.
In: Stochastic Processes and their Applications, Bd. 126, Nr. 7: S. 2014-2037
Knispel, Thomas; Laeven, Roger J. A. und Svindland, Gregor
(2016):
Robust optimal risk sharing and risk premia in expanding pools.
In: Insurance Mathematics & Economics, Bd. 70: S. 182-195
Buchbeitrag
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2014):
The Mathematical Concept of Measuring Risk.
In: Klüppelberg, Claudia; Straub, Daniel und Welpe, Isabell M. (Hrsg.):
Risk - A Multidisciplinary Introduction. Cham: Springer. S. 133-150
ORCID: https://orcid.org/0000-0001-9801-5259; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2014):
The Mathematical Concept of Measuring Risk.
In: Klüppelberg, Claudia; Straub, Daniel und Welpe, Isabell M. (Hrsg.):
Risk - A Multidisciplinary Introduction. Cham: Springer. S. 133-150