Pages that link to "Item:Q997078"
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The following pages link to Monotone and cash-invariant convex functions and hulls (Q997078):
Displaying 26 items.
- Dilatation monotonicity and convex order (Q468115) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- A primal--dual operation on sets linked with closed convex relaxation processes (Q1939087) (← links)
- Niveloids and their extensions: risk measures on small domains (Q2019237) (← links)
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- On the Lebesgue property of monotone convex functions (Q2452153) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (Q3417654) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS (Q3520342) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q5459962) (← links)
- The operation of infimal/supremal convolution in mathematical economics (Q5739575) (← links)
