Bielefeld University

Frederik Herzberg




Curriculum vitae




Contact details

Siegel der Ludwig-Maximilians-Universitaet

Research monographs

Articles in refereed journals and refereed proceedings volumes

Philosophical papers

  1. F.S. Herzberg, "Arrovian aggregation of generalised expected-utility preferences: (Im)possibility results by means of model theory". Studia Logica, forthcoming. doi:10.1007/s11225-016-9706-8
  2. F.S. Herzberg, "A note on ‘The No Alternatives Argument‘ by Richard Dawid, Stephan Hartmann and Jan Sprenger". European Journal for Philosophy of Science 4 (2014), no. 3, pp. 375–384. doi:10.1007/s13194-014-0092-7
  3. F.S. Herzberg, "A graded Bayesian coherence notion". Erkenntnis 79 (2014), no. 4, pp. 843–869. doi:10.1007/s10670-013-9569-6
  4. F.S. Herzberg, "The dialectics of infinitism and coherentism: Inferential justification vs. holism and coherence". Synthese 191 (2014), no. 4, pp. 701–723. doi:10.1007/s11229-013-0273-5
  5. F.S. Herzberg, "The consistency of probabilistic regresses: Some implications for epistemological infinitism". Erkenntnis 78 (2013), no. 2, pp. 371–382. doi:10.1007/s10670-011-9358-z
  6. F.S. Herzberg and D. Eckert, "Impossibility results for infinite-electorate abstract aggregation rules". Journal of Philosophical Logic 41 (2012), no. 1, pp. 273–286. doi:10.1007/s10992-011-9203-5
  7. F.S. Herzberg, "Hyperreal expected utilities and Pascal's Wager". Logique et Analyse 54 (2011), no. 213, pp. 69–108.
  8. F.S. Herzberg, "The consistency of probabilistic regresses. A reply to Jeanne Peijnenburg and David Atkinson". Studia Logica 94 (2010), no. 3, pp. 331–345. doi:10.1007/s11225-010-9242-x
  9. F.S. Herzberg, "Internal laws of probability, generalized likelihoods and Lewis' infinitesimal chances – a response to Adam Elga". British Journal for the Philosophy of Science 58 (2007), no. 1, pp. 25–43. doi:10.1093/bjps/axl028

Mathematical papers

  1. F.S. Herzberg, V. Kanovei, M. Katz, V. Lyubetsky, "Minimal axiomatic frameworks for definable hyperreals with transfer". Journal of Symbolic Logic, forthcoming.
  2. T. Bascelli, E. Bottazzi, F.S. Herzberg, V. Kanovei, K.U. Katz, M.G. Katz, T. Nowik, D. Sherry, S. Shnider, "Fermat, Leibniz, Euler, and the Gang: The True History of the Concepts of Limit and Shadow". Notices of the American Mathematical Society 61 (2014), no. 8, pp. 848–864. doi:10.1090/noti1149
  3. F.S. Herzberg, "Simple nonstandard proofs of Daniell—Kolmogorov-type theorems". Positivity 16 (2012), no. 4, pp. 627–631. doi:10.1007/s11117-011-0135-7
  4. F.S. Herzberg, "Hyperfinite stochastic integration for Lévy processes with finite-variation jump part". Bulletin des Sciences Mathématiques 134 (2010), no. 4, pp. 423–445. doi:10.1016/j.bulsci.2010.02.004
  5. F.S. Herzberg and T. Lindstrøm, "Corrigendum and addendum to ‘Hyperfinite Lévy processes’ by Tom Lindstrøm". Stochastics 81 (2009), no. 6, pp. 567–570. doi:10.1080/17442500902998615
  6. F.S. Herzberg, "Perpetual Bermudan continuity corrections and a multi-dimensional Wiener-Hopf type result". Stochastic Analysis and Applications 27 (2009), no. 1, pp. 176–195. doi:10.1080/07362990802405703
  7. F.S. Herzberg, "Addendum to ‘A definable nonstandard enlargement’ ". Mathematical Logic Quarterly 54 (2008), no. 6, pp. 666–667. doi:10.1002/malq.200810002
  8. F.S. Herzberg, "A definable nonstandard enlargement". Mathematical Logic Quarterly 54 (2008), no. 2, pp. 167–175. doi:10.1002/malq.200710022
  9. S. Albeverio and F.S. Herzberg, "Optimisation of measures on a hyperfinite adapted probability space". Acta Applicandae Mathematicae 100 (2008), no. 1, pp. 1–14. doi:10.1007/s10440-007-9174-2
  10. S. Albeverio and F.S. Herzberg, "The moment problem on the Wiener space". Bulletin des Sciences Mathématiques 132 (2008), no. 1, pp. 7–18. doi:10.1016/j.bulsci.2007.01.002
  11. F.S. Herzberg, "On two recent applications of nonstandard analysis to the theory of financial markets". In: The Strength of Nonstandard Analysis. Proceedings of the International Conference on Nonstandard Mathematics, Aveiro, Portugal, June 2004 (eds. I. van den Berg and V. Neves, preface by W.A.J. Luxemburg), Springer, Vienna 2007, pp. 177–188. doi:10.1007/978-3-211-49905-4
  12. S. Albeverio and F.S. Herzberg, "A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets". Stochastics 78 (2006), no. 5, pp. 301–325. doi:10.1080/17442500600900707
  13. S. Albeverio and F.S. Herzberg, "Lifting Lévy processes to hyperfinite random walks". Bulletin des Sciences Mathématiques 130 (2006), no. 8, pp. 697–706. doi:10.1016/j.bulsci.2006.02.001

Economics papers

  1. F.S. Herzberg, "Respect for experts vs. respect for unanimity: The liberal paradox in probabilistic opinion pooling". Economics Letters 151 (2017), pp. 44–47. doi:10.1016/j.econlet.2016.12.012
  2. F.S. Herzberg, "Aggregating infinitely many probability measures". Theory and Decision 78 (2015), no. 2, pp. 319–337. doi:10.1007/s11238-014-9424-5
  3. L. Goerke, F.S. Herzberg, T. Upmann, "Failure of ad valorem and specific tax equivalence under uncertainty". International Journal of Economic Theory 10 (2014), no. 4, pp. 387–402. doi:10.1111/ijet.12046
  4. F. Riedel and F.S. Herzberg, "Existence of financial equilibria in continuous time with potentially complete markets". Journal of Mathematical Economics 49 (2013), no. 5, pp. 398–404. doi:10.1016/j.jmateco.2013.07.001
  5. F.S. Herzberg, "First steps towards an equilibrium theory for Lévy financial markets". Annals of Finance 9 (2013), no. 3, pp. 543–572. doi:10.1007/s10436-012-0202-5
  6. F.S. Herzberg, "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences". Economic Theory Bulletin 1 (2013), no. 1, pp. 69–92. doi:10.1007/s40505-013-0004-6
  7. F.S. Herzberg and D. Eckert, "The model-theoretic approach to aggregation: Impossibility results for finite and infinite electorates". Mathematical Social Sciences 64 (2012), no. 1, pp. 41–47. doi:10.1016/j.mathsocsci.2011.08.004
  8. F.S. Herzberg, "A representative individual from Arrovian aggregation of parametric individual utilities". Journal of Mathematical Economics 46 (2010), no. 6, pp. 1115–1124. doi:10.1016/j.jmateco.2010.10.002
  9. F.S. Herzberg, L. Lauwers, L. Van Liedekerke, and E.S. Fianu, "Addendum to L. Lauwers and L. Van Liedekerke, ‘Ultraproducts and aggregation’ ". Journal of Mathematical Economics 46 (2010), no. 2, pp. 277–278. doi:10.1016/j.jmateco.2009.06.001
  10. F.S. Herzberg, "Judgment aggregators and Boolean algebra homomorphisms". Journal of Mathematical Economics 46 (2010), no. 1, pp. 132–140. doi:10.1016/j.jmateco.2009.06.002
  11. F.S. Herzberg, "Elementary non-Archimedean utility theory". Mathematical Social Sciences 58 (2009), no. 1, pp. 8–14. doi:10.1016/j.mathsocsci.2008.12.009
  12. F.S. Herzberg, "Black-Scholes theory for an underlying with multiple attractors". Quantitative Finance 8 (2008), no. 5, pp. 453–457. doi:10.1080/14697680701518035

Artificial intelligence papers

  1. F.S. Herzberg, "Corrigendum and addendum to ‘Universal algebra for general aggregation theory’". Journal of Logic and Computation 25 (2015), no. 3, pp. 979–982. doi:10.1093/logcom/exv015
  2. F.S. Herzberg, "Universal algebra for general aggregation theory: Many-valued propositional-attitude aggregators as MV-homomorphisms". Journal of Logic and Computation 25 (2015), no. 3, pp. 965–977. doi:10.1093/logcom/ext009
  3. D. Eckert and F.S. Herzberg, "The Problem of Judgment Aggregation in the Framework of Boolean-Valued Models". In: Computational Logic in Multi-Agent Systems. CLIMA XV, August 2014, Proceedings (eds. N. Bulling, L. van der Torre, S. Villata, W. Jamroga, W. Vasconcelos), Lecture Notes in Computer Science, vol. 8624, Springer, Heidelberg, 2014, pp. 138–147. doi:10.1007/978-3-319-09764-0_9

Statistical papers

  1. F.S. Herzberg and A. Herzberg, "Testing fiscal sustainability via strong convergence of Gaussian random variables". Communications in Statistics – Theory and Methods 42 (2013), no. 18, pp. 2535–2542. doi:10.1080/03610926.2011.622844
  2. F.S. Herzberg, "Value-at-Risk levels implied by risk estimators drawn from historical data". Journal of Risk Model Validation 4 (2010), no. 3, pp. 3–26.
  3. F.S. Herzberg and C. Bennemann, "Order statistics for Value-at-Risk estimation and option pricing". Wilmott Magazine no. 26 (2006), pp. 46–50. — Corrigendum
  4. B. Naundorf, J. Raufeisen, C. Bennemann and F.S. Herzberg, "You can't always get what you want – estimating the Value-at-Risk from historical data with limited statistics". Wilmott Magazine no. 26 (2006), pp. 52–55.


  • F.S. Herzberg, Bayesianism with sets of probability measures: Coherence and aggregation. Habilitationsschrift, Fakultät für Philosophie, Wissenschaftstheorie und Religionswissenschaft, Ludwig-Maximilians-Universität München 2017.
  • F.S. Herzberg, Mathematische Logik in der Wirtschaftstheorie: Modelltheoretische Methoden in Gleichgewichts-, Entscheidungs- und Sozialwahltheorie. Kumulative Habilitationsschrift, Fakultät für Wirtschaftswissenschaften, Universität Bielefeld 2011.
  • F.S. Herzberg, Recent approaches to high-dimensional American and Bermudan option pricing. D. Phil. thesis, University of Oxford 2006.
  • F.S. Herzberg, Path-dependent utility functions and nonstandard analysis. Dissertation, Mathematisch-Naturwissenschaftliche Fakultät, Universität Bonn 2005.
  • F.S. Herzberg, Nonstandardanalysis und Lévyprozesse. Diplomarbeit, Institut für Angewandte Mathematik, Mathematisch-Naturwissenschaftliche Fakultät, Universität Bonn 2003.


  • F.S. Herzberg, U. Meixner and A. Newen, "Glossar". In: Seele, Denken, Bewusstsein (eds. U. Meixner and A. Newen), de Gruyter, Berlin 2003, pp. 389–396. doi:10.1515/9783110895896.389

Book reviews

  1. F.S. Herzberg, Book review on: R.C. Brown, Are science and mathematics socially constructed? A mathematician encounters postmodern interpretations of science [World Scientific, Hackensack, NJ, 2009]. In: Zentralblatt MATH, Zbl 1172.00007 (2009).
  2. F.S. Herzberg, Book review on: N. Krebs, Evolutionäre Ursprünge des mathematischen Denkens (Evolutionary origins of mathematical thinking) [Logos, Berlin 2008]. In: Zentralblatt MATH, Zbl 1172.00008 (2009).
  3. F.S. Herzberg, Book review on: C. Stumpf (ed. W. Ewen), Über die Grundsätze der Mathematik (On the foundations of Mathematics. Transcript of the Habilitation thesis of 1870) [Königshausen & Neumann, Würzburg 2008]. In: Zentralblatt MATH, Zbl 1148.00002 (2008).
  4. F.S. Herzberg, Book review on: M. Giaquinto, Visual thinking in mathematics. An epistemological study [Oxford University Press, Oxford 2007]. In: Mathematical Reviews, MR2345085 (2008i:00003).
  5. F.S. Herzberg, Book review on: S. Small, Political Thought in Ireland 1776–1798. Republicanism, Patriotism and Radicalism [Oxford University Press, Oxford 2002]. In: Journal of the Oxford University History Society 3 (2005). .pdf

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