3 papers
q-fin.RM2026
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.PR2026
Bipolar Theorems for Sets of Non-negative Random Variables
Johannes Langner, Gregor Svindland
This paper assumes a robust, in general not dominated, probabilistic framework and provides necessary and sufficient conditions for a bipolar representation of subsets of the set o…
math.PR2026
P-Sensitive Functions and Localizations
Johannes Langner, Gregor Svindland
This paper assumes a robust stochastic model where a set of probability measures replaces the single probability measure of dominated models. We introduce and study $…