The following pages link to Mathematical Risk Analysis (Q2919635):
Displaying 50 items.
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- A modified version of stochastic dominance involving dependence (Q2197617) (← links)
- A note on duality theorems in mass transportation (Q2209324) (← links)
- Allocation inequality in cost sharing problem (Q2222215) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Ordering risk bounds in factor models (Q2283650) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Centers of probability measures without the mean (Q2312782) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Comparison of conditional distributions in portfolios of dependent risks (Q2347097) (← links)
- A typical copula is singular (Q2348433) (← links)
- Maximal coupling of empirical copulas for discrete vectors (Q2348452) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Copulas with given values on the tails (Q2409098) (← links)
- Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- Optimal harvesting strategy based on rearrangements of functions (Q2423019) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance''. (Q2513309) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Vector copulas (Q2697978) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- The Hardy-Littlewood-Pólya inequality of majorization in the context of \(\omega\)-\(\mathbf{m}\)-star-convex functions (Q2699240) (← links)
- Optimality of payoffs in Lévy models (Q2929383) (← links)
- Characterizations of Archimedean n-copulas (Q2948108) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- (Q3091938) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- (Q3512416) (← links)
- (Q3649182) (← links)
- Smooth nonparametric Bernstein vine copulas (Q4555067) (← links)
- Extended Gini-Type Measures of Risk and Variability (Q4562725) (← links)
- COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY (Q4563797) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
