Concepedia

Samuel Drapeau

SD

9

Publications

311

Citations

9

H-Index

2010

Active since

Affiliations

Humboldt-Universität zu Berlin(Current)

Shanghai Jiao Tong University

Samuel Drapeau is an author at Humboldt-Universität zu Berlin specializing in engineering, statistics, and finance.

Top concepts

EngineeringStatisticsFinanceBusinessEconomicsProbabilityRisk ManagementStatistical InferenceTradeInsurance

Publications per year

2010–2022

9

Publications

9

Risk Preferences and Their Robust Representation

Samuel Drapeau, Michael Kupper · Mathematics of Operations Research · 2012 · 127 citations · Full text

Their Robust Representation, Financial Risk Management, Risk Metric +23

Risk Preferences and their Robust Representation

Michael Kupper, Samuel Drapeau · SSRN Electronic Journal · 2010 · 51 citations · Full text

The algebra of conditional sets and the concepts of conditional topology and compactness

Samuel Drapeau, Asgar Jamneshan, Martin Karliczek et al. · Journal of Mathematical Analysis and Applications · 2015 · 40 citations · Full text

Algebraic Logic, Conditional Sets, Set-theoretic Topology +4

Dynamic assessment indices

Tomasz R. Bielecki, Igor Cialenco, Samuel Drapeau et al. · Stochastics · 2015 · 26 citations

Engineering, Risk Metric, Dynamic Assessment Indices +20

Sensitivity analysis of Wasserstein distributionally robust optimization problems

Daniel Bartl, Samuel Drapeau, Jan Obłój et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2021 · 21 citations · Full text

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