Publications
- Published
The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
Weber, S. & Weske, K., Jun 2017, In: Probability, Uncertainty and Quantitative Risk. 2, 9.Research output: Contribution to journal › Article › Research › peer review
- Published
Solvency II, or how to sweep the downside risk under the carpet
Weber, S., Sept 2018, In: Insurance: Mathematics and Economics. 82, p. 191-200 10 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Liquidity-Adjusted Risk Measures
Weber, S., Anderson, W., Hamm, A., Knispel, T., Liese, M. & Salfeld, T., Jan 2013, In: Mathematics and Financial Economics. 7, p. 69–91Research output: Contribution to journal › Article › Research › peer review
- Published
Measures and Models of Financial Risk
Weber, S., 2004Research output: Other contribution › Other publication › Research
- Published
DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
Weber, S., 2006, In: Mathematical Finance.Research output: Contribution to journal › Article › Research › peer review
- Published
Alternativen zu Value at Risk
Weber, S. & Schmidt, T., 2005, In: Zeitschrift fur die gesamte Versicherungswissenschaft.Research output: Contribution to journal › Article › Research › peer review
- Published
Market Consistent Embedded Value – eine praxisorientierte Einführung
Weber, S., Becker, T., Fahrenwaldt, M. A., Cottin, C., Hamm, A. & Nörtemann, S., 2014, In: Der Aktuar.Research output: Contribution to journal › Article › Research
- Published
Black-Scholes, marktkonsistente Bewertung und Risikomaße
Weber, S., Knispel, T. & Stahl, G., 2012, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften. Vol. 12.Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research
- Published
Measuring the Risk of Large Losses
Weber, S., Giesecke, K. & Schemidt, T., 2008, In: Journal of Investment Management . 6, 4Research output: Contribution to journal › Article › Research › peer review
- Published
Cyber Insurance: Models and Methods and the Use of AI : ENISA Research and Innovation Brief
Weber, S., Scherer, M., Pascu, C. & Lourenco, M. B., 21 Feb 2024Research output: Book/Report › Monograph › Research
- Published
Distribution-invariant risk measures, entropy, and large deviations
Weber, S., 2007, In: Journal of applied probability.Research output: Contribution to journal › Article › Research › peer review
- Published
Stochastic mortality models: an infinite-dimensional approach
Tappe, S. & Weber, S., 2014, In: Finance and stochastics.Research output: Contribution to journal › Article › Research › peer review
- Published
Optimal capital and risk allocations for law- and cash-invariant convex functions
Svindland, G. & Filipović, D., Jul 2008, In: Finance and stochastics.Research output: Contribution to journal › Article › Research › peer review
- Published
Subgradients of law-invariant convex risk measures on L1
Svindland, G., Jan 2009, In: Statistics & Decisions.Research output: Contribution to journal › Article › Research › peer review
- E-pub ahead of print
Bipolar Theorems for Sets of Non-negative Random Variables
Svindland, G. & Langner, J., 2022, (E-pub ahead of print).Research output: Working paper/Preprint › Working paper/Discussion paper
- E-pub ahead of print
Uniform Rotundity and Separation
Svindland, G., Berger, J. & Bridges, D. S., 2023, (E-pub ahead of print).Research output: Working paper/Preprint › Working paper/Discussion paper
- E-pub ahead of print
Decision-Making Frameworks for Network Resilience -- Managing and Mitigating Systemic (Cyber) Risk
Svindland, G. & Voß, A., 2024, (E-pub ahead of print).Research output: Working paper/Preprint › Working paper/Discussion paper
- Published
Dilatation monotonicity and convex order
Svindland, G., 2014, In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › Research › peer review
- Published
Continuity properties of law-invariant (quasi-)convex risk functions on L<sup>∞</sup>
Svindland, G., 2010, In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › Research › peer review
- Published
Robust Preferences and Robust Portfolio Choice
Schied, A., Föllmer, H. & Weber, S., 2009Research output: Other contribution › Other publication › Research › peer review