Mathematisches Institut der Universität München
Email: liebrich (at) math.lmu.de
Tel: +49 (0)89 2180 4437
Office hours: Wednesday, 3-4p.m
I am a PhD student supervised by Gregor Svindland and a member of the workgroup "Stochastics and Financial Mathematics" at the Department of Mathematics of the LMU. For more information please see my academic CV.
Research InterestsMy research focuses on the intersection of probability theory, convex functional analysis and economic theory. More specifically I am interested in Orlicz space-type methods in risk theory, the mathematical foundations of studying decisions made under the influence of imperfect knowledge, and risk sharing and equilibrium problems.
- F.-B. Liebrich & G. Svindland: On Risk Sharing with Higher Dimensional Security Spaces.
Working paper (2018)
- F.-B. Liebrich & G. Svindland: Model Spaces for Risk Measures.
Insurance: Mathematics and Economics, Vol. 77, pp. 150-165 (2017)
- TBA, 10th World Congress of the Bachelier Finance Society, Dublin, Ireland. July 16-20, 2018
- Uncertainty Robust Model Spaces, Model Uncertainty & Robust Finance Workshop, Milan, Italy. March 14-17, 2018
- Risk Sharing with Higher Dimensional Security Markets, SIAM Student Chapter, University of Warwick, UK. February 28, 2018
- Model Spaces for Risk Measures, Doktorandentreffen Stochastik 2017 Kaiserslautern, Germany. August 2-4, 2017