Pages that link to "Item:Q1017768"
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The following pages link to To split or not to split: Capital allocation with convex risk measures (Q1017768):
Displaying 6 items.
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
- Multivariate systemic optimal risk transfer equilibrium (Q6549604) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
- Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)