The following pages link to Mathematical Risk Analysis (Q2919635):
Displaying 50 items.
- Randomized versions of Mazur lemma and Krein-Smulian theorem (Q4583051) (← links)
- Risk Bounds and Partial Dependence Information (Q4609025) (← links)
- BOUNDING WRONG‐WAY RISK IN CVA CALCULATION (Q4635042) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- (Q4969201) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- (Q5011445) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Extremal Probability Bounds in Combinatorial Optimization (Q5051383) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- Q-Learning for Distributionally Robust Markov Decision Processes (Q5153603) (← links)
- (Q5158544) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Sums of standard uniform random variables (Q5235060) (← links)
- Optimal claims with fixed payoff structure (Q5245622) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- (Q5357590) (← links)
- Interplay of insurance and financial risks in a stochastic environment (Q5376478) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Optimal Reinsurance Design: A Mean-Variance Approach (Q5379204) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Variable annuity pricing, valuation, and risk management: a survey (Q5872568) (← links)
- (Q5879921) (← links)
- An impossibility theorem on capital allocation (Q5887320) (← links)
- Price and revenue bounds for bundles of information goods (Q6077438) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Probability bounds for \(n\) random events under \((n-1)\)-wise independence (Q6161295) (← links)
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity (Q6164736) (← links)
- On Tournaments and negative dependence (Q6171943) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Optimal nonparametric testing of missing completely at random and its connections to compatibility (Q6183777) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
