Meyer-Brandis, Thilo

1. A Unified Approach to Systemic Risk Measures via Acceptance Sets
   2015/03/21 by Francesca Biagini, Biagini, Francesca, Jean‐Pierre Fouque +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #60A99 #91B30 #91G99 #93D99 #FOS: Economics and business #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Multi-Criteria Decision Making #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
2. On Fairness of Systemic Risk Measures
   2018/03/27 by Biagini, Francesca, Fouque, Jean-Pierre, Frittelli, Marco +1 · 1 citation
   #60A99 #91B30 #91G99 #93D99 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM)
3. Strong Solutions of Mean-Field Stochastic Differential Equations with\n irregular drift
   2018/06/29 by Martin Bauer, Thilo Meyer‐Brandis, Bauer, Martin +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Statistical Methods and Inference #Stochastic processes and financial applications
4. McKean-Vlasov equations on infinite-dimensional Hilbert spaces with irregular drift and additive fractional noise
   2019/12/16 by Martin Bauer, Bauer, Martin, Thilo Meyer‐Brandis +1 · 1 citation
   Economics, Econometrics and Finance · Engineering · Mathematics · #Stochastic processes and financial applications #Stability and Controllability of Differential Equations #Mathematical Biology Tumor Growth
5. Existence and Regularity of Solutions to Multi-Dimensional Mean-Field Stochastic Differential Equations with Irregular Drift
   2019/12/12 by Bauer, Martin, Meyer-Brandis, Thilo · 1 citation
   #FOS: Mathematics #Probability (math.PR)