Pages that link to "Item:Q2502205"
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The following pages link to Subdifferential representations of risk measures (Q2502205):
Displayed 19 items.
- Certainty equivalent measures of risk (Q513613) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
- Star-shaped deviations (Q2084035) (← links)
- Quantile-based risk sharing with heterogeneous beliefs (Q2189443) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Valuation and pricing of electricity delivery contracts: the producer's view (Q2327681) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- (Q5158544) (← links)
- Ambiguity in portfolio selection (Q5423195) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)