Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Knispel, Thomas"'
Autor:
Awiszus, Kerstin, Knispel, Thomas, Penner, Irina, Svindland, Gregor, Voß, Alexander, Weber, Stefan
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks: idiosyncratic, syst
Externí odkaz:
http://arxiv.org/abs/2209.07415
We analyze the limiting behavior of the risk premium associated with the Pareto optimal risk sharing contract in an infinitely expanding pool of risks under a general class of law-invariant risk measures encompassing rank-dependent utility preference
Externí odkaz:
http://arxiv.org/abs/2107.01730
We consider the problem of optimal risk sharing in a pool of cooperative agents. We analyze the asymptotic behavior of the certainty equivalents and risk premia associated with the Pareto optimal risk sharing contract as the pool expands. We first st
Externí odkaz:
http://arxiv.org/abs/1601.06979
Autor:
Knispel, Thomas
Publikováno v:
Annals of Applied Probability 2012, Vol. 22, No. 1, 172-212
For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $\lambda\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our
Externí odkaz:
http://arxiv.org/abs/1203.1191
Publikováno v:
European Actuarial Journal; 20240101, Issue: Preprints p1-32, 32p
Autor:
Awiszus, Kerstin, Knispel, Thomas, Penner, Irina, Svindland, Gregor, Voß, Alexander, Weber, Stefan
The paper provides a comprehensive overview of modeling and pricing cyber insurance and includes clear and easily understandable explanations of the underlying mathematical concepts. We distinguish three main types of cyber risks: idiosyncratic, syst
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9e90aadcdb72b988efb272717ecef6d
https://serwiss.bib.hs-hannover.de/frontdoor/index/index/docId/2444
https://serwiss.bib.hs-hannover.de/frontdoor/index/index/docId/2444
Autor:
Awiszus, Kerstin, Knispel, Thomas, Penner, Irina, Svindland, Gregor, Voß, Alexander, Weber, Stefan
Publikováno v:
European Actuarial Journal; June 2023, Vol. 13 Issue: 1 p1-53, 53p
Publikováno v:
European Actuarial Journal; Jun2020, Vol. 10 Issue 1, p203-234, 32p
Autor:
Föllmer, Hans, Knispel, Thomas
Publikováno v:
In L. C., MacLean & W. T., Ziemba (Eds.), Handbook of the Fundamentals of Financial Decision Making (pp. 507-554). World Scientific Publishing Co (2013).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d72800f65084ed139ceb6bd5ce0297bd
https://doi.org/10.1142/9789814417358_0030
https://doi.org/10.1142/9789814417358_0030
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.