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- Gregor Svindland
- 2007

This work addresses three main issues: Firstly, we study the interplay of risk measures on Lâˆž and Lp, for p â‰¥ 1. Our main result is a one-to-one correspondence between law-invariant closed convexâ€¦ (More)

- Damir Filipovic, Gregor Svindland
- Finance and Stochastics
- 2008

In this paper we provide the complete solution to the existence and characterization problem of optimal capital and risk allocations for not necessarily monotone, law-invariant convex risk measuresâ€¦ (More)

- Gregor Svindland
- 2010

We study continuity properties of law-invariant (quasi-)convex functions f : Lâˆž( , F, P) â†’ (âˆ’âˆž,âˆž] over a non-atomic probability space ( , F, P). This is a supplementary note to Jouini et al. (Advâ€¦ (More)

- Shabbir Ahmed, Damir Filipovic, Gregor Svindland
- Oper. Res. Lett.
- 2008

Recently Heyde, Kou and Peng [2] proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics.â€¦ (More)

- Gregor Svindland
- 2010

We introduce a generalised subgradient for law-invariant closed convex risk measures on L and establish its relationship with optimal risk allocations and equilibria. Our main result gives sufficientâ€¦ (More)

- Claudia Ravanelli, Gregor Svindland
- Finance and Stochastics
- 2014

In this paper we prove the existence of Pareto optimal allocations of integrable random endowments when decision makers have probabilistic sophisticated variational preferences. Variationalâ€¦ (More)

We investigate the problem of optimal risk sharing between agents endowed with cash-invariant choice functions which are law-invariant with respect to different reference probability measures. Weâ€¦ (More)

- Josef Berger, Gregor Svindland
- Arch. Math. Log.
- 2016

We show constructively that every quasi-convex uniformly continuous function f : C â†’ R+ has positive infimum, where C is a convex compact subset of Rn. This implies a constructive separation theoremâ€¦ (More)

- Josef Berger, Gregor Svindland
- Ann. Pure Appl. Logic
- 2016

We prove constructively that every uniformly continuous convex function f : X â†’ R has positive infimum, where X is the convex hull of finitely many vectors. Using this result, we prove that aâ€¦ (More)

- Gregor Svindland
- 2013

We study, for functions and sets, the relation between law invariance, preserving the convex or uniform order, and dilatation monotonicity based on duality arguments.