Pages that link to "Item:Q659171"
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The following pages link to Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171):
Displayed 22 items.
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- On the generalized risk measures (Q377908) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- A note on convex risk statistic (Q1939712) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)