Gregor SvindlandMathematics Institute LMU Munich Email:svindla [at] math [dot] lmu [dot] de Office: B226 |
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
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Limitations of law-invariant insurance pricing
Bellini, F. , Koch-Medina, P. , Munari, C., Svindland, G. , 2018 (PDF)
Publications
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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)