The following pages link to On distortion functionals (Q3417650):
Displaying 30 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- Distortion and distribution of sets under inner functions (Q2658975) (← links)
- Conic portfolio theory (Q2806366) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
- (Q3516550) (← links)
- Asymptotic consistency of risk functionals (Q3648630) (← links)
- ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928) (← links)
- (Q4279105) (← links)
- Remarks on James's distortion theorems (Q4397361) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Distortion of Lipschitz functions on 𝑐₀(Γ) (Q4604693) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Aggregation of triangle of distortion functions (Q6086272) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
