Polyhedral coherent risk measures and investment portfolio optimization (Q946748): Difference between revisions

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+The class of polyhedral coherent risk measures
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+Stochastic Optimization Problems with Incomplete Information on Distribution Functions
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+Methods of finding optimal submeasures (characterization of solutions)
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Coherent Measures of Risk
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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+Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
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+A system approach to management of catastrophic risks.
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+Problems on insurance of catastrophic risks
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+Q3372275
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+On measuring and profiling catastrophic risks
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