3 papers
math.LO2021
On Farkas' Lemma and Related Propositions in BISH
Josef Berger, Gregor Svindland
In this paper we analyse in the framework of constructive mathematics (BISH) the validity of Farkas' lemma and related propositions, namely the Fredholm alternative for solvability…
q-fin.RM2018
Risk sharing for capital requirements with multidimensional security markets
Felix-Benedikt Liebrich, Gregor Svindland
We consider the risk sharing problem for capital requirements induced by capital adequacy tests and security markets. The agents involved in the sharing procedure may be heterogene…
q-fin.PR2018
Law-invariant functionals on general spaces of random variables
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari +1
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literatur…