Publications
-
S. Maaß, 2008,
Coherent and Convex Fair Pricing and Variability Measures,
International Journal of Approximate Reasoning 49, 130-139.
-
D. Denneberg and S. Maaß, 2008,
Special Issue on Choquet integration in honor of Gustave Choquet (1915-2006),
International Journal of Approximate Reasoning 48, 667-669.
-
S. Maaß, 2006,
Coherent Capital Allocation for Comonotonic Additive Coherent Risk Measures,
Preprint.
-
S. Maaß and D. Denneberg, 2006,
Contribution Values for Allocation of Risk Capital and for Premium Calculation,
Preprint.
-
S. Maaß, 2006,
A Philosophical Foundation of Non-Additive Measure and Probability,
Theory and Decision 60, 175-191.
-
S. Maaß, 2005,
On Coherent Variability Measures and Conditioning,
In: ISIPTA '05:
Electronic Proceedings of the Fourth International Symposium on
Imprecise Probabilities and Their Applications.
-
S. Maaß, 2004,
A Berry-Esséen Type Estimate for Lévy's Metric,
Preprint.
-
S. Maaß, 2003,
Exact Functionals, Functionals Preserving Linear Inequalities, Lévy's Metric,
Dissertation, Universität Bremen.
-
S. Maaß, 2003,
Continuous Linear Representation of Coherent Lower Previsions,
In: ISIPTA '03:
Proceedings of the Third International Symposium on
Imprecise Probabilities and Their Applications,
Carleton Scientific, 372-382.
-
S. Maaß, 2002,
Exact functionals and their core,
Statistical Papers 43, 75-93.
-
S. Maaß, 2001,
Coherent Lower Previsions as Exact Functionals and their (Sigma-)Core,
In: Gert de Cooman (ed.),
ISIPTA '01:
Proceedings of the Second International Symposium on Imprecise
Probabilities and Their Applications, Shaker, 230-236.
-
S. Maaß, 2000,
Superlineare Funktionale als Verallgemeinerung exakter kooperativer Spiele,
Diplomarbeit, Universität Bremen.