The following pages link to (Q3528030):
Displaying 50 items.
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- A family of premium principles based on mixtures of TVaRs (Q2520468) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Bounds and approximations for multistage stochastic programs (Q2796801) (← links)
- Measuring distribution model risk (Q2800000) (← links)
- Two-Stage Stochastic Optimization Meets Two-Scale Simulation (Q2945486) (← links)
- Thin and heavy tails in stochastic programming (Q2948128) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- On Shape Optimization with Stochastic Loadings (Q2961065) (← links)
- A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Taking Risk into Account in Electricity Portfolio Management (Q2974431) (← links)
- Risk Management with Benchmarking (Q3115966) (← links)
- (Q3404681) (← links)
- (Q3410215) (← links)
- (Q3585646) (← links)
- (Q3604336) (← links)
- Asymptotic consistency of risk functionals (Q3648630) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Solvency Analysis of Defined Benefit Pension Schemes (Q4561908) (← links)
- BEYOND THE PEARSON CORRELATION: HEAVY-TAILED RISKS, WEIGHTED GINI CORRELATIONS, AND A GINI-TYPE WEIGHTED INSURANCE PRICING MODEL (Q4563819) (← links)
- Iterated VaR or CTE measures: A false good idea? (Q4575465) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Stochastic Dominance Constraints in Elastic Shape Optimization (Q4582829) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- Dynamic Portfolio Management for Property and Casualty Insurance (Q4613814) (← links)
- Integrated risk modelling (Q4675954) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- (Q4998920) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (Q5044104) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- Optimality Conditions and Moreau–Yosida Regularization for Almost Sure State Constraints (Q5060167) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Acceptability indices of performance for bounded càdlàg processes (Q5086526) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
- A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← links)
- Capital Allocation Using the Bootstrap (Q5168712) (← links)
- Risk Measurement (Q5226405) (← links)
