RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396): Difference between revisions

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+Marco Frittelli
@@ Property / author: Marco Frittelli / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2006.00285.x
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@@ Property / OpenAlex ID @@
+W1945597105
@@ Property / OpenAlex ID: W1945597105 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
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@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+Inf-convolution of risk measures and optimal risk transfer
+Normal rank
@@ Property / cites work @@
+Risk as a primitive: a survey of measures of perceived risk
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@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for unbounded càdlàg processes.
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4235027
@@ Property / cites work: Q4235027 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamental Theorems of Asset Pricing for Good Deal Bounds
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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