Pages that link to "Item:Q2043964"
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The following pages link to Risk measures in the form of infimal convolution (Q2043964):
Displaying 8 items.
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)