**Measures of Resilience to Cyber Contagion – An Axiomatic Approach for Complex Systems**

(with A. Voß)

**Uniform Rotundity and Best Approximation**

(with J. Berger, D. S. Bridges)

**Constructive Convex Optimisation**

(with J. Berger)

In: Bridges, D., Ishihara, H., Rathjen, M., Schwichtenberg, H. (eds);*Handbook of Constructive Mathematics (Encyclopedia of Mathematics and its Applications)*, Cambridge University Press, 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)

**Building Resilience in Cybersecurity – An Artificial Lab Approach**

(with K. Awiszus, Y. Bell, J. Lüttringhaus, A. Voß and S. Weber)

To appear in:*Journal of Risk and Insurance*

**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,**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.,

**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,**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