Pages that link to "Item:Q3564005"

The following pages link to Law invariant risk measures have the Fatou property (Q3564005):

Displaying 50 items.

• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
• Scenario-based risk evaluation (Q2238773) (← links)
• The strong Fatou property of risk measures (Q2283647) (← links)
• Law invariant risk measures and information divergences (Q2283649) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• On closedness of law-invariant convex sets in rearrangement invariant spaces (Q2291679) (← links)
• Multivariate risk measures in the non-convex setting (Q2291757) (← links)
• Mackey constraints for James's compactness theorem and risk measures (Q2302916) (← links)
• Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
• Convex functions on dual Orlicz spaces (Q2328997) (← links)
• Minimal representation of insurance prices (Q2347070) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Risk bounds for factor models (Q2364531) (← links)
• Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem (Q2396680) (← links)
• Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
• Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
• On the Lebesgue property of monotone convex functions (Q2452153) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
• Dilatation monotone risk measures are law invariant (Q2463717) (← links)
• Consistent risk measures for portfolio vectors (Q2492174) (← links)
• The natural Banach space for version independent risk measures (Q2513597) (← links)
• Robust estimation of superhedging prices (Q2656605) (← links)
• On the link between monetary and star-shaped risk measures (Q2667599) (← links)
• Risk measures induced by efficient insurance contracts (Q2670123) (← links)
• Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
• Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
• Coherence and elicitability (Q2831006) (← links)
• Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
• Convex risk measures for good deal bounds (Q2875725) (← links)
• ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
• ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
• Law invariant risk measures on <i>L</i> ^∞ (ℝ^<i>d</i>)<i /> (Q3104431) (← links)
• A note on robust representations of law-invariant quasiconvex functions (Q3178352) (← links)
• Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$ (Q3190341) (← links)
• How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
• Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
• Some properties of distortion risk measures (Q3400021) (← links)
• Risk Measures and Robust Optimization Problems (Q3424149) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Conic James' Compactness Theorem (Q4557942) (← links)
• DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
• Premiums and reserves, adjusted by distortions (Q4576801) (← links)
• Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
• THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i>¹ (Q4906528) (← links)
• SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
• COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542) (← links)
• A Theory for Measures of Tail Risk (Q4958558) (← links)
• Булевозначный подход к анализу условного риска (Q4970110) (← links)
• Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)