- Disentangling distortion risk measures and the Expected Shortfall
(with M. Amarante)
Working Paper, 2022 - Are reference measures of law-invariant functionals unique?
Working Paper, 2022 - Model uncertainty: A reverse approach
(with M. Maggis and G. Svindland)
To appear in: SIAM Journal on Financial Mathematics - Law-invariant functionals that collapse to the mean: Beyond convexity
(with C. Munari)
To appear in: Mathematics & Financial Economics, 2022 - Risk sharing under heterogeneous beliefs without convexity
Working Paper, 2021 - Separability vs. Robustness of Robust Orlicz Spaces: Financial and Economic Perspectives
(with M. Nendel)
To appear in: SIAM Journal on Financial Mathematics, 2021 - Efficient allocations under law-invariance: a unifying approach
(with G. Svindland)
Journal of Mathematical Economics, 84, 28-45, 2019 - Risk sharing for capital requirements with multidimensional security markets
(with G. Svindland)
Finance and Stochastics, 23, 925-973, 2019 - Model spaces for risk measures
(with G. Svindland)
Insurance: Mathematics and Economics, 77, 150-165, 2017
Dr. Felix-Benedikt Liebrich
Dr. Felix-Benedikt Liebrich
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Curriculum Vitae
Since 2022
Substitute Professor, Workgroup Financial and Insurance Mathematics, Ludwig-Maximilians-Universität München2019 - 2022
Research Fellow, Institute of Probability and Statistics & House of Insurance, Leibniz Universität Hannover2016 - 2019
PhD Student and Teaching Assistant, Ludwig-Maximilians-Universität München -
Publications