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Gregor Svindland

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Related publications (7)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Comonotone Pareto optimal allocations for law invariant robust utilities on L-1

Gregor Svindland, Claudia Ravanelli

We prove the existence of comonotone Pareto optimal allocations satisfying utility constraints when decision makers have probabilistic sophisticated variational preferences and thus representing criteria in the class of law invariant robust utilities. The ...

Springer Verlag2014

Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences

Gregor Svindland, Claudia Ravanelli

We prove the existence of Pareto optimal allocations within sets of acceptable allocations when decision makers have probabilistic sophisticated variational preferences defined on random endowments in L1. ...

Springer Verlag2013

The Canonical Model Space For Law-Invariant Convex Risk Measures Is L1

Damir Filipovic, Gregor Svindland

In this paper, we establish a one-to-one correspondence between law-invariant convex risk measures on L8 and L1. This proves that the canonical model space for the predominant class of law-invariant convex risk measures is L1. ...

Wiley-Blackwell2012