Concepedia

Thomas Knispel

TK

Statistics

Publications

7

Citations

239

H-Index

7

Active since

2006

Affiliations

Leibniz University Hannover(Current)

Humboldt-Universität zu Berlin

Berlin School of Economics and Law

Thomas Knispel is an author at Leibniz University Hannover specializing in management, finance, and risk management.

Top concepts

FinanceManagementRisk ManagementBusinessFinancial Risk ManagementEconomicsInsuranceEntropyLiquidityStatistics

Publications per year

2006–2023

7

Publications

7

ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS

Hans Föllmer, Thomas Knispel · Stochastics and Dynamics · 2011 · 120 citations

Large Deviations, Engineering, Financial Risk Management +19

Modeling and pricing cyber insurance

Kerstin Awiszus, Thomas Knispel, Irina Penner et al. · European Actuarial Journal · 2023 · 47 citations · Full text

Liquidity-adjusted risk measures

Stefan Weber, Warwick Anderson, Anna-Maria Hamm et al. · Mathematics and Financial Economics · 2012 · 23 citations

Liquidity Risk, Asset Pricing, Financial Risk Management +7

Optimal risk sharing in insurance networks

Anna-Maria Hamm, Thomas Knispel, Stefan Weber · European Actuarial Journal · 2019 · 15 citations

Economics, Insurance Markets, Mechanism Design +9

Potentials of a Markov process are expected suprema

Hans Föllmer, Thomas Knispel · ESAIM Probability and Statistics · 2007 · 13 citations · Full text

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