Pages that link to "Item:Q2376732"
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The following pages link to Excess invariance and shortfall risk measures (Q2376732):
Displaying 12 items.
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Risk premia and overshooting (Q1274435) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Fixing risk neutral risk measures (Q2806368) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- Maturity-Independent Risk Measures (Q3563694) (← links)
- NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (Q4916592) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)