The following pages link to Loss-based risk measures (Q2841418):
Displaying 21 items.
- Handbook on loss reserving (Q299762) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Risk measurement with maximum loss (Q1806286) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Foundations of Risk Measurement. I. Risk As Probable Loss (Q3346032) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- (Q3798111) (← links)
- PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← 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)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- Sharing the value‐at‐risk under distributional ambiguity (Q6054142) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- Risk budgeting portfolios: existence and computation (Q6641077) (← links)
