| Entropic risk measures: Coherence vs. convexity, model ambiguity and robust large deviations H Föllmer, T Knispel Stochastics and Dynamics 11 (02n03), 333-351, 2011 | 144 | 2011 |
| Convex risk measures: Basic facts, law-invariance and beyond, asymptotics for large portfolios H Föllmer, T Knispel Handbook of the fundamentals of financial decision making: Part II, 507-554, 2013 | 39 | 2013 |
| Liquidity-adjusted risk measures S Weber, W Anderson, AM Hamm, T Knispel, M Liese, T Salfeld Mathematics and Financial Economics 7, 69-91, 2013 | 28 | 2013 |
| Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks K Awiszus, T Knispel, I Penner, G Svindland, A Voß, S Weber European Actuarial Journal 13 (1), 1-53, 2023 | 19 | 2023 |
| A representation of excessive functions as expected suprema H Follmer, T Knispel Probability and Mathematical Statistics 26 (2), 379, 2006 | 12 | 2006 |
| Optimal Risk Sharing in Insurance Networks AM Hamm, T Knispel, S Weber https://www.stochastik.uni-hannover.de/fileadmin/institut/pdf/ORS_20190323.pdf, 2019 | 11* | 2019 |
| Asymptotics of robust utility maximization T Knispel | 11 | 2012 |
| From the equivalence principle to market consistent valuation T Knispel, G Stahl, S Weber Jahresbericht der Deutschen Mathematiker-Vereinigung 113, 139-172, 2011 | 11 | 2011 |
| Potentials of a Markov process are expected suprema H Föllmer, T Knispel ESAIM: Probability and Statistics 11, 89-101, 2007 | 10 | 2007 |
| Robust optimal risk sharing and risk premia in expanding pools T Knispel, RJA Laeven, G Svindland Insurance: Mathematics and Economics 70, 182-195, 2016 | 9 | 2016 |
| Convex capital requirements for large portfolios H Föllmer, T Knispel Stochastic Analysis and Applications to Finance: Essays in Honour of Jia-an …, 2012 | 9 | 2012 |
| Asymptotic minimization of robust “downside risk.” T Knispel Preprint, 2010 | 2 | 2010 |
| Black-Scholes, marktkonsistente Bewertung und Risikomaße T Knispel, G Stahl, S Weber Schriftenreihe des Kompetenzzentrum Versicherungswissenschaften Hannover 12, 2012 | 1 | 2012 |
| Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures T Knispel, RJA Laeven, G Svindland arXiv preprint arXiv:2107.01730, 2021 | | 2021 |
| Optimal Risk Sharing in Insurance Networks T Knispel | | |
| Vorlesungsankündigung für das SoSe 2011 T Knispel, DMM Schnieders | | |
Stefan WeberLeibniz Universität HannoverAdresse e-mail validée de insurance.uni-hannover.de
