Pages that link to "Item:Q2915315"
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The following pages link to Bounds for distorted risk measures (Q2915315):
Displaying 11 items.
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- The key role of convexity in some copula constructions (Q2181914) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- (Q5448380) (← links)