Session: TH-A-B1
Risk Measures

Chair

Emanuela Rosazza Gianin

Time

11:30 - 14:00 on Thursday, 19th of July 2018

Venue

Beckett 1

11:30

Risk Sharing with Higher Dimensional Security Spaces

Felix-Benedikt Liebrich (University of Munich), Gregor Svindland (University of Munich)
12:00

Capital Allocations for classical and set-valued risk measures

Francesca Centrone (University of Piemonte-Orientale), Emanuela Rosazza Gianin (University of Milano-Bicocca)
12:30

Time-consistency of risk measures: how strong is such a property?

Elisa Mastrogiacomo (Insubria), Emanuela Rosazza Gianin (University of Milano-Bicocca)
13:00

Multivariate risk measures as quasiconvex compositions

Cagin Ararat (Bilkent University)