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q-fin.RM2021
Asymptotic Analysis of Risk Premia Under Linear Risk Sharing with Law-Invariant Risk Measures
Thomas Knispel, Roger J. A. Laeven, Gregor Svindland
We investigate the asymptotic behavior of the risk premium associated with a linear risk sharing contract in an infinitely expanding risk pool. We consider general preferences repr…
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…