Modeling and Pricing Cyber Insurance – Idiosyncratic, Systematic, and Systemic Risks K. Awiszus , I. Penner , G. Svindland , A. Voß and S. Weber ) To appear in European Actuarial Journal Optimal Risk Sharing in Insurance Networks S. Weber )European Actuarial Journal, 10 (1), 203-234, 2020 Optimal Risk Sharing and Risk Premia in Expanding Pools G. Svindland )Insurance: Mathematics and Economics, 70 , 182-195, 2016Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios Handbook of the Fundamentals of Financial Decision Making , Part II, Eds. L.C. MacLean and W.T. Ziemba, World Scientific, 2013Liquidity-Adjusted Risk Measures T. Salfeld and S. Weber )Mathematics and Financial Economics, 7 (1), 69-91, 2013Convex Capital Requirements for Large Portfolios Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan , Eds. T. Zhang and X. Y. Zhou, World Scientific, 169-195, 2012Black-Scholes, marktkonsistente Bewertung und Risikomaße From the equivalence principle to market consistent valuation S. Weber )Schriftenreihe des Kompetenzzentrum Versicherungswissenschaften Hannover , Band 12, VVW Verlag Karlsruhe, 2012Asymptotics of Robust Utility Maximization Annals of Applied Probability 22 (1), 172-212, 2012From the equivalence principle to market consistent valuation S. Weber )Jahresbericht der Deutschen Mathematiker-Vereinigung , 113 (3), 139-172, 2011Entropic risk measures: coherence vs. convexity, model ambiguity, and robust large deviations S. Weber ) Stochastics and Dynamics 11 (2-3), 333-351, 2011Asymptotic Minimization of Robust "Downside" Risk Potentials of a Markov Process are Expected Suprema ESAIM - Probability and Statistics 11 , 89-101, 2007A Representation of Excessive Functions as Expected Suprema Probability and Mathematical Statistics 26 (2), 379-394, 2006
