RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2010.00412.x
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+W1594067030
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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+Dynamic monetary risk measures for bounded discrete-time processes
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+COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME
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+Pricing with Coherent Risk
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+Weighted V\@R and its properties
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+Pricing and hedging European options with discrete-time coherent risk
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+CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK
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+Conditional and dynamic convex risk measures
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+Risk capital allocation by coherent risk measures based on one-sided moments.
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+Convex risk measures and the dynamics of their penalty functions
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+Stochastic finance. An introduction in discrete time
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
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+Dynamic coherent risk measures
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+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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