Pages that link to "Item:Q2507604"
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The following pages link to Risk measures via \(g\)-expectations (Q2507604):
Displaying 10 items.
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- Egoroff's theorem and Lusin's theorem for capacities in the framework of \(g\)-expectation (Q6534562) (← links)
- Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations (Q6565281) (← links)
- Dynamic risk measures via backward doubly stochastic Volterra integral equations with jumps (Q6573061) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
- Capital allocation for cash-subadditive risk measures: from BSDEs to BSVIEs (Q6612336) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674) (← links)
- Collective dynamic risk measures (Q6643153) (← links)
- Richardson extrapolation of the Euler scheme for backward stochastic differential equations (Q6662401) (← links)
