The following pages link to Star-Shaped Risk Measures (Q5058029):
Displaying 13 items.
- Star-shaped deviations (Q2084035) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- A framework for measures of risk under uncertainty (Q6130333) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
- Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values (Q6577526) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)
- Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\) (Q6659483) (← links)