Pages that link to "Item:Q6054142"
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The following pages link to Sharing the value‐at‐risk under distributional ambiguity (Q6054142):
Displaying 12 items.
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS (Q3025317) (← links)
- Risk Attribution Using the Shapley Value: Methodology and Policy Applications (Q4555585) (← links)
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (Q5060524) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Optimal-transport satisficing with applications to capacitated hub location (Q6561211) (← links)
- Supply chain design and cost allocation in a collaborative three-echelon supply network: a literature review (Q6619803) (← links)
- Robust distortion risk measures (Q6641073) (← links)
