The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789) (← links)
- A stop-loss risk index (Q868318) (← links)
- Coherent risk measures in inventory problems (Q879300) (← links)
- Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy'' by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)] (Q879325) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Mathematical model of banking operation (Q891720) (← links)
- Computing the distribution of the sum of dependent random variables via overlapping hypercubes (Q894208) (← links)
- Optimal control of a multistate failure-prone manufacturing system under a conditional value-at-risk cost criterion (Q896177) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- The tradeoff insurance premium as a two-sided generalisation of the distortion premium (Q896768) (← links)
- Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (Q897743) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Computational study of decomposition algorithms for mean-risk stochastic linear programs (Q903926) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Characterization theorems for customer equivalent utility insurance premium calculation principle (Q906589) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Equilibrium asset pricing with systemic risk (Q926213) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- \(n\)-monotone exact functionals (Q936579) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Catastrophe risk management for sustainable development of regions under risks of natural disasters (Q946782) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Capital growth with security (Q951507) (← links)
