Pages that link to "Item:Q6054377"
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The following pages link to Bayes risk, elicitability, and the Expected Shortfall (Q6054377):
Displaying 11 items.
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- Empirical tail conditional allocation and its consistency under minimal assumptions (Q2086280) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Coherence and elicitability (Q2831006) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Self-Selectivity in Firm’s Decision to Withdraw IPO: Bayesian Inference for Hazard Models of Bankruptcy With Feedback (Q5255671) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)
- A Reverse ES (CVaR) Optimization Formula (Q6640255) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Risk budgeting portfolios: existence and computation (Q6641077) (← links)