Department Mathematik
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Inhaltsbereich

Gregor Svindland

Mathematics Institute LMU Munich
Theresienstr. 39
D-80333 Munich

Email:svindla [at] math [dot] lmu [dot] de

Office: B226

Arbeitsgruppe Stochastik und Finanzmathematik





Teaching

Seminar Markovketten:
Zeit und Ort: Mo 10-12, B251
Inhalt: Das Seminar führt in die Theorie der Markovketten ein.
Für: Es richtet sich an Bachelorstudierende der Wirtschaftsmathematik und der Mathematik. Voraussetzung ist das Modul Stochastik.
Vortragsvergabe und Anmeldung: Die Vorträge werden in der ersten Sitzung am 29.04.2019 vergeben. Es wird um eine Anmeldung zum Seminar per Email bis zum 25.04.2019 gebeten.

Vorlesung Wahrscheinlichkeitstheorie

Office Hours:

by appointment via e-mail

Research

Project CORE

Preprints

  • Limitations of law-invariant insurance pricing
    Bellini, F. , Koch-Medina, P. , Munari, C., Svindland, G. , 2018 (PDF)

Publications

  • Constructive proofs of negated statements
    Berger, J. , Svindland, G., Mathesis Universalis, Computability and Proof, forthcoming, 2019. (PDF)
  • Efficient allocations under law-invariance: a unifying approach
    Liebrich, F. , Svindland, G.,
    Journal of Mathematical Economics, 84, 28-45, 2019. (PDF)
  • Risk sharing for capital requirements with multidimensional security markets
    Liebrich, F. , Svindland, G.,
    Finance and Stochastics, forthcoming, 2019. (PDF)
  • Brouwer's fan theorem and convexity
    Berger, J. , Svindland, G.,
    Journal of Symbolic Logic, 83(4), 1363-1375, 2018. (PDF)
  • Which eligible assets are compatible with comonotonic capital requirements?
    Koch-Medina, P. , Munari, C. , Svindland, G. ,
    Insurance: Mathematics and Economics, 81, 18-26, 2018 (PDF)
  • Fatou closedness under model uncertainty
    Maggis, M. , Meyer-Brandis, T. , Svindland, G. ,
    Positivity, 22(5), 1325-1343, 2018 (PDF)
  • Convexity and unique minimum points
    Berger, J. , Svindland, G.,
    Archive for Mathematical Logic, 58(1-2), 27-34, 2019 (PDF)
  • Strongly consistent multivariate conditional risk measures
    Hoffmann, H. , Meyer-Brandis, T. , Svindland, G. ,
    Mathematics and Financial Economics, 12(3), 413-444, 2017 (PDF)
  • Ambiguity sensitive preferences in Ellsberg Frameworks
    Ravanelli, C. , Svindland, G. ,
    Economic Theory, 67(1), 53-89, 2019 (PDF)
  • Model spaces for risk measures
    Liebrich, F. , Svindland, G.,
    Insurance: Mathematics and Economics, 77, 150-165, 2017 (PDF)
  • Constructive convex programming
    Berger, J. , Svindland, G.,
    Proof and Computation: Digitalization in Mathematics, Computer Science, and Philosophy
    (K. Mainzer, P. Schuster, H. Schwichtenberg, editors)
    World Scientific Publishing Co. Pte. Ltd., 2018 (PDF)
  • Convexity and constructive infima
    Berger, J. , Svindland, G. ,
    Archive for Mathematical Logic, 55, 873-881, 2016 (PDF)
  • Robust optimal risk sharing and risk premia in expanding pools
    Knispel, T. , Laeven, R. , Svindland, G. ,
    Insurance: Mathematics and Economics, 70, 182-195, 2016 (PDF)
  • A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle
    Berger, J. , Svindland, G. ,
    Annals of Pure and Applied Logic, 167, 1161-1170, 2016 (PDF)
  • Risk-consistent conditional systemic risk measures
    Hoffmann, H. , Meyer-Brandis, T. , Svindland, G. ,
    Stochastic Processes and their Applications, 126(7), 2014-2037, 2016 (PDF)
  • The Mathematical Concept of Measuring Risk
    Biagini, F. , Meyer-Brandis, T. , Svindland, G. ,
    Risk - A Multidisciplinary Introduction, Klüppelberg C., Straub D. and Welpe I.M. (Eds.), Springer, 2014 (Link to the book)
  • On the lower arbitrage bound of american contingent claims
    Acciaio, B. , Svindland, G. ,
    Mathematical Finance, 27, 147-155, 2014 (PDF)
  • Dilatation monotonicity and convex order
    Svindland, G. ,
    Mathematics and Financial Economics, 8, 241-247, 2014 (PDF)
  • Comonotone Pareto optimal allocations for law invariant robust utilities on L^1
    Ravanelli, C. , Svindland, G. ,
    Finance and Stochastics, 18, 249-269, 2014 (PDF)
  • Are law-invariant risk functions concave on distributions?
    Acciaio, B. , Svindland, G. ,
    Dependence Modeling, 1, 54-64, 2013 (PDF)
  • The canonical model space for law-invariant convex risk measures is L^1
    Filipovic, D. , Svindland, G. ,
    Mathematical Finance 22(3), 585-589, 2012 (PDF)
  • Dual representation of monotone convex functions on L^0
    Kupper, M. , Svindland, G. ,
    Proceedings of the AMS, 139(11), 4073-4086, 2011 (PDF)
  • Continuity properties of law-invariant (quasi-)convex risk functions on L^\infty
    Svindland, G. ,
    Mathematics and Financial Economics, 3(1), 39-43, 2010 (PDF)
  • Subgradients of law-invariant convex risk measures on L^1
    Svindland, G. ,
    Statistics & Decisions, 27(2), 169-199, 2010 (PDF)
  • Optimal risk sharing with different reference probabilities
    Acciaio, B. , Svindland, G. ,
    Insurance: Mathematics and Economics, 44(3), 426-433, 2009 (PDF)
  • A note on natural risk statistics
    Ahmend, S. , Svindland, G. ,
    Operations Research Letters, 36(6), 662-664, 2008 (PDF)
  • Optimal capital and risk allocations for law- and cash-invariant convex functions
    Filipovic, D. , Svindland, G. ,
    Finance and Stochastics, 12(3), 423-439, 2008 (PDF)