Pages that link to "Item:Q4661679"
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The following pages link to A Unified Approach to Generate Risk Measures (Q4661679):
Displaying 20 items.
- On multiply monotone distributions, continuous or discrete, with applications (Q147981) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Additive consistency of risk measures and its application to risk-averse routing in networks (Q2833115) (← links)
- A generalized measure of riskiness (Q2870450) (← links)
- A premium principle based on the <i>g</i>-integral (Q2986698) (← links)
- Constructing Risk Measures from Uncertainty Sets (Q3100413) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)
