Pages that link to "Item:Q2348318"
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The following pages link to Deviations of convex and coherent entropic risk measures (Q2348318):
Displaying 8 items.
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Addendum to: Entropic value-at-risk: a new coherent risk measure (Q1935255) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (Q2454011) (← links)
- Generalized deviations in risk analysis (Q2488506) (← links)
- (Q4980610) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- (Q5715915) (← links)