Properties of distortion risk measures (Q835686): Difference between revisions

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+Q55980468
@@ Property / Wikidata QID: Q55980468 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
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+Q4550909
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+Non-additive measure and integral
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+Risk measurement with equivalent utility principles
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+A Unified Approach to Generate Risk Measures
@@ Property / cites work: A Unified Approach to Generate Risk Measures / rank @@
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+Determination of risk pricing measures from market prices of risk
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+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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+Optimality conditions in portfolio analysis with general deviation measures
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+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
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+The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
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