The following pages link to (Q3526970):
Displaying 35 items.
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- (Q4552656) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Mathematical Foundations of Distributionally Robust Multistage Optimization (Q5013589) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Optimal reinsurance with model uncertainty and Stackelberg game (Q5083398) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
- Risk-Averse Models in Bilevel Stochastic Linear Programming (Q5215518) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- A remark on law invariant convex risk measures (Q5424506) (← links)
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
- Duality and stable compactness in Orlicz-type modules (Q6144645) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)
