Pages that link to "Item:Q3173994"
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The following pages link to ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994):
Displaying 44 items.
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- Large deviations built on max-stability (Q2040048) (← links)
- Entropy based risk measures (Q2183329) (← links)
- Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures (Q2184073) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution (Q2242773) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← 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)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985) (← links)
- A non-exponential extension of Sanov’s theorem via convex duality (Q3298814) (← links)
- Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- The Vanishing Discount Approach in a class of Zero-Sum Finite Games with Risk-Sensitive Average Criterion (Q4611400) (← links)
- Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity (Q4633747) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- Evaluating Risk Measures Using the Normal Mean-Variance Birnbaum-Saunders Distribution (Q5050412) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
- Dynamic Risked Equilibrium (Q5095185) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Practice-relevant model validation: distributional parameter risk analysis in financial model risk management (Q6148805) (← links)
- A survey of learning criteria going beyond the usual risk (Q6535427) (← links)
- Qualitative robustness of utility-based risk measures (Q6549618) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
- Entropic risk for turn-based stochastic games (Q6647757) (← links)
- Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change (Q6648480) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
