Pages that link to "Item:Q2507945"
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The following pages link to Stochastic orders and risk measures: consistency and bounds (Q2507945):
Displaying 11 items.
- Quantification of risk in classical models of finance (Q5068069) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
- Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
- Tampered random variable modeling for multiple step-stress life test (Q6115029) (← links)
- Likelihood Ratio Tests for Lorenz Dominance (Q6190758) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)