Pages that link to "Item:Q5718353"
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The following pages link to Application of Coherent Risk Measures to Capital Requirements in Insurance (Q5718353):
Displaying 50 items.
- An R Package for Value at Risk and Expected Shortfall (Q129979) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- Large-sample confidence intervals for risk measures of location-scale families (Q419329) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Testing for change in mean of independent multivariate observations with time varying covariance (Q764447) (← links)
- Estimating conditional tail expectation with actuarial applications in view (Q947261) (← links)
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- On generalized log-Moyal distribution: a new heavy tailed size distribution (Q1742726) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- A synthesis of risk measures for capital adequacy (Q1974035) (← links)
- Inference with nearly-linear uncertainty models (Q2048753) (← links)
- The arcsine exponentiated-\(X\) family: validation and insurance application (Q2185070) (← links)
- R-numbers, a new risk modeling associated with fuzzy numbers and its application to decision making (Q2212558) (← links)
- Financial risk measurement with imprecise probabilities (Q2379328) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Uncertainty modelling and conditioning with convex imprecise previsions (Q2386121) (← links)
- Jackknife empirical likelihood method for some risk measures and related quantities (Q2444714) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Credible risk measures with applications in actuarial sciences and finance (Q2520466) (← links)
- Classical and Bayesian inference of the weighted-exponential distribution with an application to insurance data (Q2686796) (← links)
- Raising and allocation capital principles as optimal managerial contracts (Q2868595) (← links)
- Estimation of multiple period expected shortfall and median shortfall for risk management (Q2869963) (← links)
- Adjusted empirical likelihood for value at risk and expected shortfall (Q2979015) (← links)
- COMPLEXITY OF SCENARIO-BASED PORTFOLIO OPTIMIZATION PROBLEM WITH VaR OBJECTIVE (Q3021978) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Modelling long-term investment returns via Bayesian infinite mixture time series models (Q3077721) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- Implementing loss distribution approach for operational risk (Q3103153) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle" (Q3385441) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (Q3393975) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396) (← links)
- VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
- ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558) (← links)
- On estimating the conditional expected shortfall (Q3552644) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
