21 citations · 48 across the 18 of their papers we have counts for
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math.AP2020★ 3 cited
Convex monotone semigroups on lattices of continuous functions
Robert Denk, Michael Kupper, Max Nendel
We consider convex monotone -semigroups on a Banach lattice, which is assumed to be a Riesz subspace of a -Dedekind complete Banach lattice. Typical examples include the sp…
math.PR2020★ 1 cited
Separability vs. robustness of Orlicz spaces: financial and economic perspectives
Felix-Benedikt Liebrich, Max Nendel
We investigate robust Orlicz spaces as a generalisation of robust -spaces. Two constructions of such spaces are distinguished, a top-down approach and a bottom-up approach. We…
q-fin.RM2020
A decomposition of general premium principles into risk and deviation
Max Nendel, Frank Riedel, Maren Diane Schmeck
We provide an axiomatic approach to general premium principles in a probability-free setting that allows for Knightian uncertainty. Every premium principle is the sum of a risk mea…