Pages that link to "Item:Q2507945"
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The following pages link to Stochastic orders and risk measures: consistency and bounds (Q2507945):
Displaying 50 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- The use of Markov operators to constructing generalised probabilities (Q433519) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- TVaR-based capital allocation with copulas (Q659153) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Stochastic dominance with imprecise information (Q1621368) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Systemic risk and copula models (Q1787919) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Ordering results for elliptical distributions with applications to risk bounds (Q2222233) (← links)
- The family of alpha,[a,b] stochastic orders: risk vs. expected value (Q2237883) (← links)
- Stochastic orderings with respect to a capacity and an application to a financial optimization problem (Q2247937) (← links)
- Relevant mappings (Q2268072) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- On separating the submajorization order into majorization and pointwise inequality (Q2328647) (← links)
- Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)
- Complete markets do not allow free cash flow streams (Q2350932) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
- Risk reducers in convex order (Q2520435) (← links)
- Assessing financial model risk (Q2630108) (← links)
- Portfolio selection problems consistent with given preference orderings (Q2853378) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Optimal Ordering Strategy Under Risk and its Nonparametric Estimation (Q4280086) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
- Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (Q4644990) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
