Pages that link to "Item:Q2879011"
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The following pages link to Robust risk measurement and model risk (Q2879011):
Displaying 13 items.
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Uncertainty Quantification for Markov Random Fields (Q5158928) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- Robust Actuarial Risk Analysis (Q5742897) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- On robustness in risk theory (Q5956044) (← links)
- Portfolio selection: a target-distribution approach (Q6113329) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)
- XVA modelling: validation, performance and model risk management (Q6549597) (← links)
- Parametric scenario optimization under limited data: a distributionally robust optimization view (Q6600105) (← links)
- Robust distortion risk measures (Q6641073) (← links)