INSURANCE MATHEMATICS
Prof. Dr. Gregor Svindland
Professors
Phone
Fax
Address
Otto-Brenner-Str. 1-3
30159 Hannover
30159 Hannover
Building
Room
Prof. Dr. Gregor Svindland
Professors
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Curriculum Vitae
Since 2019
Full Professor (W3) of Insurance Mathematics, Leibniz Universität Hannover2015 – 2019
Senior Lecturer (akademischer Rat, unbefristet), Ludwig-Maximilians-Universität München2011 - 2015
Assistant Professor, Ludwig-Maximilians-Universität München2010 – 2011
Senior Researcher, École Polytechnique Fédéral de Lausanne2009 – 2010
Research Fellow (Postdoc), Ludwig-Maximilians-Universität München2005 – 2009
Doctoral Research Fellow, Ludwig-Maximilians-Universität München -
Publications
- Decision-Making Frameworks for Network Resilience - Managing and Mitigating Systemic (Cyber) Risk
(with A. Voß)
- Sufficient Convexity and Best Approximation
(with J. Berger, D. S. Bridges)
Documenta Mathematica, 29(6), 1269-1279, 2024
- Constructive Convex Optimisation
(with J. Berger)
In: Bridges, D., Ishihara, H., Rathjen, M., Schwichtenberg, H. (eds); Handbook of Constructive Mathematics 185 (Encyclopedia of Mathematics and its Applications), Cambridge University Press, 286-301, 2023
- A Constructive Version of Carathéodory’s Convexity Theorem
(with J. Berger)
Mathematics for Computation (M4C), 133-142, 2023
- Modeling and Pricing Cyber Insurance – Idiosyncratic, Systematic, and Systemic Risks
(with K. Awiszus, T. Knispel, I. Penner, A. Voß, S. Weber)
European Actuarial Journal, 13, 1-53, 2023
- Bipolar Theorems for Sets of Non-negative Random Variables
(with J. Langner)
- On Farkas' Lemma and Related Propositions in BISH
(with J. Berger)
Annals of Pure and Applied Logic, 173(2), 2022
- Model uncertainty: A reverse approach
(with F. B. Liebrich and M. Maggis)
SIAM Journal on Financial Mathematics, 13(3), 380-398, 2022
- Law-invariant functionals that collapse to the mean
(with F. Bellini, P. Koch-Medina and C. Munari)
Insurance: Mathematics and Economics, 98, 83-91, 2021
- Law-invariant functionals on general spaces of random variables
(with F. Bellini, P. Koch-Medina and C. Munari)
SIAM Journal on Financial Mathematics, 12(1), 318-341, 2021
- Constructive proofs of negated statements
(with J. Berger)
In: Mathesis Universalis, Computability and Proof, Springer, 2019 - Efficient allocations under law-invariance: a unifying approach
(with F. B. Liebrich)
Journal of Mathematical Economics, 84, 28-45, 2019 - Risk sharing for capital requirements with multidimensional security markets
(with F. B. Liebrich)
Finance and Stochastics, 23, 925-973, 2019 - Convexity and unique minimum points
(with J. Berger)
Archive for Mathematical Logic, 58(1-2), 27-34, 2019 - Ambiguity sensitive preferences in Ellsberg Frameworks
(with C. Ravanelli)
Economic Theory, 67(1), 53-89, 2019 - Brouwer's fan theorem and convexity
(with J. Berger)
Journal of Symbolic Logic, 83(4), 1363-1375, 2018
- Which eligible assets are compatible with comonotonic capital requirements?
(with P. Koch-Medina and C. Munari)
Insurance: Mathematics and Economics, 81, 18-26, 2018
- Fatou closedness under model uncertainty
(with M. Maggis and T. Meyer-Brandis)
Positivity, 22(5), 1325-1343, 2018
- Constructive convex programming
(with J. Berger)
In: Proof and Computation: Digitalization in Mathematics, Computer Science, and Philosophy, World Scientific Publishing Co. Pte. Ltd., 2018
- Strongly consistent multivariate conditional risk measures
(with H. Hoffmann and T. Meyer-Brandis)
Mathematics and Financial Economics, 12(3), 413-444, 2017 - Model spaces for risk measures
(with F. B. Liebrich)
Insurance: Mathematics and Economics, 77, 150-165, 2017 - Robust optimal risk sharing and risk premia in expanding pools
(with T. Knispel and R. J. Laeven)
Insurance: Mathematics and Economics, 70, 182-195, 2016 - A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov’s principle
(with J. Berger)
Annals of Pure and Applied Logic, 167(11), 1161-1170, 2016 - Convexity and constructive infima
(with J. Berger)
Archive for Mathematical Logic, 55(7-8), 873-881, 2016 - Risk-consistent conditional systemic risk measures
(with H. Hoffmann and T. Meyer-Brandis)
Stochastic Processes and their Applications, 126(7), 2014-2037, 2016 - The mathematical concept of measuring risk
(with F. Biagini and T. Meyer-Brandis)
In: Risk - A Multidisciplinary Introduction, Springer, 2014 - Comonotone Pareto optimal allocations for law invariant robust utilities on L^1 (extended working paper version)
(with C. Ravanelli)
Finance and Stochastics, 18(1), 249-269, 2014 - Dilatation monotonicity and convex order
Mathematics and Financial Economics, 8(3), 241-247, 2014 - On the lower arbitrage bound of american contingent claims
(with B. Acciaio)
Mathematical Finance, 24(1), 147-155, 2014 - Are law-invariant risk functions concave on distributions?
(with B. Acciaio)
Dependence Modeling, 1, 54-64, 2013
- The canonical model space of law invariant risk measures is L^1
(with D. Filipovic)
Mathematical Finance, 22(3), 585-589, 2012
- Dual representation of monotone convex functions on L^0
(with M. Kupper)
Proceedings of the AMS, 139(11), 4073-4086, 2011
- Continuity properties of law-invariant (quasi-)convex risk functions on L^\infty
Mathematics and Financial Economics, 3(1), 39-43, 2010
- Subgradients of law-invariant convex risk measures on L^1
Statistics & Decisions, 27(2), 169-199, 2010
- Optimal risk sharing with different reference probabilities
(with B. Acciaio)
Insurance: Mathematics and Economics, 44(3), 426-433, 2009
- A note on natural risk statistics
(with S. Ahmed and D. Filipovic)
Operations Research Letters, 36(6), 662-664, 2008
- Optimal capital and risk allocations for law- and cash-invariant convex functions
(with D. Filipovic)
Finance and Stochastics, 12(3), 423-439, 2008
- Decision-Making Frameworks for Network Resilience - Managing and Mitigating Systemic (Cyber) Risk