Pages that link to "Item:Q2025187"
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The following pages link to A worst-case risk measure by G-VaR (Q2025187):
Displaying 9 items.
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
- Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
- On the uncertainty of VaR of individual risk (Q2332768) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- Worst-case moments under partial ambiguity (Q6174089) (← links)
- On the capacity for degenerated \(G\)-Brownian motion and its application (Q6177639) (← links)
- Risk measurement by G-expected shortfall (Q6484311) (← links)