Pages that link to "Item:Q490344"

The following pages link to Law-invariant risk measures: extension properties and qualitative robustness (Q490344):

Displaying 9 items.

• Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
• Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
• On the extension property of dilatation monotone risk measures (Q2063035) (← links)
• Dilatation monotone risk measures are law invariant (Q2463717) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Qualitative robustness of utility-based risk measures (Q6549618) (← links)
• Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
• Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)