Pages that link to "Item:Q483720"
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The following pages link to On a class of law invariant convex risk measures (Q483720):
Displaying 15 items.
- Law-invariant risk measures: extension properties and qualitative robustness (Q490344) (← links)
- Convex risk measures: a selection of properties and its applications (Q740950) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- Robust representation of convex risk measures by probability measures (Q2488503) (← links)
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
- Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (Q2997954) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- Subgradients of law-invariant convex risk measures on L1 (Q3576393) (← links)
- (Q4552656) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
