22 citations · 23 across the 4 of their papers we have counts for
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q-fin.MF2021
Scalar systemic risk measures and Aumann-Shapley allocations
Ludger Overbeck, Florian Schindler
We study two different contributions to the theory of (scalar) systemic risk measures. Namely the first aggregate or axiomatic approach and the first inject capital approach. For t…
math.PR2021
On the Martingale Representation with Respect to the super-Brownian Filtration
Christian Mandler, Ludger Overbeck
We derive the explicit form of the martingale representation for square-integrable processes that are martingales with respect to the natural filtration of the super-Brownian motio…