Pages that link to "Item:Q1936474"
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The following pages link to Remarks on quantiles and distortion risk measures (Q1936474):
Displaying 8 items.
- Random distortion risk measures (Q6543148) (← links)
- Worst-case risk with unspecified risk preferences (Q6543159) (← links)
- Implied value-at-risk and model-free simulation (Q6549615) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Worst-case distortion risk measure with application to robust portfolio selection (Q6585940) (← links)
- Stochastic orders and distortion risk contribution ratio measures (Q6607487) (← links)
- Robust distortion risk measures (Q6641073) (← links)
- Multinomial backtesting of distortion risk measures (Q6665595) (← links)