The following pages link to BALAYAGE MONOTONOUS RISK MEASURES (Q4662051):
Displaying 8 items.
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Dilatation monotonous Choquet integrals (Q2581296) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)