المؤلفون: Laudagé, Christian, Liebrich, Felix-Benedikt, Sass, Jörn

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2411.08763

المؤلفون: Liebrich, Felix-Benedikt

مصطلحات موضوعية: Quantitative Finance - Risk Management, Economics - General Economics, Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2108.05791

المؤلفون: Liebrich, Felix-Benedikt, Munari, Cosimo

مصطلحات موضوعية: Quantitative Finance - Mathematical Finance, Mathematics - Probability, Quantitative Finance - Risk Management

URL الوصول: http://arxiv.org/abs/2106.01281

المؤلفون: Liebrich, Felix-Benedikt, Nendel, Max

مصطلحات موضوعية: Mathematics - Probability, Quantitative Finance - Mathematical Finance

URL الوصول: http://arxiv.org/abs/2009.09007

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

مصطلحات موضوعية: Mathematics - Probability, Quantitative Finance - Mathematical Finance, Quantitative Finance - Risk Management, 28A12, 46E30, 91G80

URL الوصول: http://arxiv.org/abs/2004.06636

المؤلفون: Amarante, Massimiliano, Liebrich, Felix‐Benedikt

المصدر: Mathematical Finance ; volume 34, issue 4, page 1291-1327 ; ISSN 0960-1627 1467-9965

الاتاحة: http://dx.doi.org/10.1111/mafi.12435
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12435

المؤلفون: Liebrich, Felix-Benedikt, Svindland, Gregor

مصطلحات موضوعية: Quantitative Finance - Risk Management, 91B30, 91B32, 91B50

URL الوصول: http://arxiv.org/abs/1809.10015

المؤلفون: Liebrich, Felix-Benedikt, Svindland, Gregor

المصدر: Insurance: Mathematics and Economics, Vol. 77, pp. 150-165 (2017)

مصطلحات موضوعية: Quantitative Finance - Risk Management, Mathematics - Functional Analysis, 46B42, 91B30, 91G80

URL الوصول: http://arxiv.org/abs/1703.01137

المؤلفون: Liebrich, Felix-Benedikt¹ (AUTHOR) f.b.liebrich@uva.nl

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

مصطلحات موضوعية: *PARETO optimum, *RISK sharing, *RISK assessment, STOCHASTIC dominance, PROBABILITY measures

المؤلفون: Liebrich, Felix-Benedikt¹ (AUTHOR) f.b.liebrich@uva.nl

المصدر: Insurance: Mathematics & Economics. Sep2024, Vol. 118, p129-141. 13p.

مصطلحات موضوعية: *RANDOM variables, *PROBABILITY theory, FUNCTIONALS, ARGUMENT

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

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

مصطلحات موضوعية: convex-ranged probabilities, uniqueness theorem, risk measures, games

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:001195329700001; firstpage:1; lastpage:21; numberofpages:21; journal:MATHEMATICS OF OPERATIONS RESEARCH; https://hdl.handle.net/11562/1124667

الاتاحة: https://hdl.handle.net/11562/1124667
https://doi.org/10.1287/moor.2023.0015
https://pubsonline.informs.org/doi/full/10.1287/moor.2023.0015

المؤلفون: Liebrich, Felix-Benedikt, Munari, Cosimo

المصدر: Liebrich, Felix-Benedikt; Munari, Cosimo (2022). Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity. Mathematics and Financial Economics, 16(3):447-480.

مصطلحات موضوعية: Department of Finance, 330 Economics

وصف الملف: application/pdf

Relation: https://www.zora.uzh.ch/id/eprint/220036/1/s11579_022_00313_9.pdf; urn:issn:1862-9679

الاتاحة: https://www.zora.uzh.ch/id/eprint/220036/
https://www.zora.uzh.ch/id/eprint/220036/1/s11579_022_00313_9.pdf
https://link.springer.com/article/10.1007/s11579-022-00313-9

المؤلفون: Liebrich, Felix-Benedikt¹ (AUTHOR) liebrich@math.lmu.de, Svindland, Gregor¹ (AUTHOR) svindla@math.lmu.de

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

مصطلحات موضوعية: Capital requirements, Financial markets, Risk sharing, Capital stock

المؤلفون: Liebrich, Felix-Benedikt, Nendel, Max

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

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

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

المؤلفون: Liebrich, Felix-Benedikt, Nendel, Max

المصدر: arXiv

مصطلحات موضوعية: archi, stat

Relation: 10670/1.1rfcwv; http://arxiv.org/abs/2009.09007

الاتاحة: http://arxiv.org/abs/2009.09007

المؤلفون: Liebrich, Felix-Benedikt

مصطلحات موضوعية: FOS: Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f97564167e110954bed233365d55ed85

المؤلفون: Liebrich, Felix-Benedikt, Svindland, Gregor

المصدر: Journal of Mathematical Economics ; volume 84, page 28-45 ; ISSN 0304-4068

الاتاحة: http://dx.doi.org/10.1016/j.jmateco.2019.05.002
https://api.elsevier.com/content/article/PII:S0304406819300606?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0304406819300606?httpAccept=text/plain

المؤلفون: Liebrich, Felix-Benedikt

الاتاحة: https://dare.uva.nl/personal/pure/en/persons/felixbenedikt-liebrich(8a53ee2a-dc49-4cd8-b1bf-ab5a31d67b56).html

المؤلفون: Svindland, Gregor, Liebrich, Felix-Benedikt

مصطلحات موضوعية: hist, phil

Relation: https://nbn-resolving.org/urn:nbn:de:bvb:19-266405

الاتاحة: https://nbn-resolving.org/urn:nbn:de:bvb:19-266405