Pages that link to "Item:Q2292181"

The following pages link to Convex risk functionals: representation and applications (Q2292181):

Displaying 32 items.

• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• On a class of law invariant convex risk measures (Q483720) (← links)
• Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
• Convex risk measures: a selection of properties and its applications (Q740950) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Risk bounds with additional information on functionals of the risk vector (Q1994041) (← links)
• Risk measures in the form of infimal convolution (Q2043964) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
• Parametric measures of variability induced by risk measures (Q2172051) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
• Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
• The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
• Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
• Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985) (← links)
• Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
• (Q3817431) (← links)
• Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048) (← links)
• (Q4627268) (← links)
• (Q4679086) (← links)
• Biconvex Models and Algorithms for Risk Management Problems (Q4842694) (← links)
• OPTIMAL INSURANCE CONTRACTS UNDER DISTORTION RISK MEASURES WITH AMBIGUITY AVERSION (Q5119570) (← links)
• DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
• Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
• Optimization of Convex Risk Functions (Q5387990) (← links)
• (Q5405233) (← links)
• Risk functionals with convex level sets (Q5855959) (← links)
• Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554) (← links)
• Scalar and Vector Risk in the General Framework of Portfolio Theory (Q6079553) (← links)
• Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
• Optimal insurance with mean-deviation measures (Q6607480) (← links)
• A Reverse ES (CVaR) Optimization Formula (Q6640255) (← links)