The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Recovery rates in investment-grade pools of credit assets: a large deviations analysis (Q645601) (← links)
- Probability boxes on totally preordered spaces for multivariate modelling (Q648357) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Lagrange necessary conditions for Pareto minimizers in Asplund spaces and applications (Q654050) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses (Q654807) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Second order regular variation and conditional tail expectation of multiple risks (Q654832) (← links)
- Managing contribution and capital market risk in a funded public defined benefit plan: impact of CVaR cost constraints (Q659088) (← links)
- Minimum standards for investment performance: a new perspective on non-life insurer solvency (Q659102) (← links)
- Loss reserving using loss aversion functions (Q659135) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- On the optimal product mix in life insurance companies using conditional value at risk (Q659215) (← links)
- Multivariate Tweedie distributions and some related capital-at-risk analyses (Q659235) (← links)
- Risk concentration and diversification: second-order properties (Q659264) (← links)
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Moment bounds for IID sequences under sublinear expectations (Q659985) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Bias correction for estimated distortion risk measure using the bootstrap (Q661237) (← links)
- Bounds for the bias of the empirical CTE (Q661260) (← links)
- A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Pricing rules and Arrow-Debreu ambiguous valuation (Q663197) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts (Q666497) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- A new risk criterion in fuzzy environment and its application (Q693392) (← links)
- A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
- Measures of risk (Q704052) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Value at risk and inventory control (Q706877) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- On Cramér's theorem for capacities (Q710852) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- A value-at-risk approach to optimisation of warranty policy (Q723930) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
