Decision principles derived from risk measures (Q661251): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q201406
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / author
 
Property / author: Marc J. Goovaerts / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.07.004 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2034850558 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3902815 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4221330 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Esscher Transforms in Discrete Finance Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-additive measure and integral / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measurement with equivalent utility principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624436 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082912 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On additive principles of zero utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial bridges to dynamic hedging and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maxmin expected utility with non-unique prior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3314810 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some new classes of consistent risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comonotonic image of independence for additive risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Managing Economic and Virtual Economic Capital Within Financial Conglomerates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Actuarial risk measures for financial derivative pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on additive risk measures in rank-dependent utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sulla rappresentazione di funzionali mediante integrali / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pareto Equilibria with coherent measures of risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3523756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4552656 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimization approach to the dynamic allocation of economic capital / rank
 
Normal rank
Property / cites work
 
Property / cites work: Entropy Coherent and Entropy Convex Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5409097 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5826088 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integral Representation Without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subjective Probability and Expected Utility without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5844986 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5800557 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 21:14, 4 July 2024

scientific article
Language Label Description Also known as
English
Decision principles derived from risk measures
scientific article

    Statements

    Decision principles derived from risk measures (English)
    0 references
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    risk measurement
    0 references
    decision-making
    0 references
    axiomatization
    0 references
    measure of risk
    0 references
    premium principles
    0 references
    solvency capital principles
    0 references
    risk transfer principles
    0 references
    equivalent utility
    0 references
    Esscher transform
    0 references
    exponential utility
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers