Pages that link to "Item:Q889621"
From MaRDI portal
The following pages link to Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621):
Displaying 12 items.
- Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (Q5044104) (← links)
- Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence (Q5108928) (← links)
- THEORETICAL SENSITIVITY ANALYSIS FOR QUANTITATIVE OPERATIONAL RISK MANAGEMENT (Q5357513) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
- Trade-off Between Validity and Efficiency of Merging P-Values Under Arbitrary Dependence (Q6086167) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Diversification quotients based on VaR and ES (Q6152692) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Robust risk management via multi-marginal optimal transport (Q6608744) (← links)
- Robust distortion risk measures (Q6641073) (← links)