Pages that link to "Item:Q2288942"
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The following pages link to A composition between risk and deviation measures (Q2288942):
Displaying 14 items.
- Star-shaped deviations (Q2084035) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- On the use of the terminal-value approach in risk-value models (Q2151650) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Generalized deviations in risk analysis (Q2488506) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Extended Gini-Type Measures of Risk and Variability (Q4562725) (← 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)
- Range-based risk measures and their applications (Q6569742) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)