The following pages link to (Q4552656):
Displaying 50 items.
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Financial equilibrium with non-linear valuations (Q1648908) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- A note on convex risk statistic (Q1939712) (← links)
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
- Optimal stop-loss reinsurance with joint utility constraints (Q2031378) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- Distributionally robust modeling of optimal control (Q2084037) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design (Q2118070) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- On the use of the terminal-value approach in risk-value models (Q2151650) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Cooperative game with nondeterministic returns (Q2178593) (← links)
- On stochastic auctions in risk-averse electricity markets with uncertain supply (Q2183225) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
