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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.07.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2034850558
@@ Property / OpenAlex ID: W2034850558 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of capacities
@@ Property / cites work: Representation of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3902815
@@ Property / cites work: Q3902815 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4221330
@@ Property / cites work: Q4221330 / rank @@
+Normal rank
@@ Property / cites work @@
+On Esscher Transforms in Discrete Finance Models
@@ Property / cites work: On Esscher Transforms in Discrete Finance Models / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measurement with equivalent utility principles
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / rank @@
+Normal rank
@@ Property / cites work @@
+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Q5624436
@@ Property / cites work: Q5624436 / rank @@
+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 @@
+Q4082912
@@ Property / cites work: Q4082912 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3868650
@@ Property / cites work: Q3868650 / rank @@
+Normal rank
@@ Property / cites work @@
+On additive principles of zero utility
@@ Property / cites work: On additive principles of zero utility / rank @@
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
+Normal rank
@@ Property / cites work @@
+Utility Functions
@@ Property / cites work: Utility Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Q3314810
@@ Property / cites work: Q3314810 / rank @@
+Normal rank
@@ Property / cites work @@
+Some new classes of consistent risk measures
@@ Property / cites work: Some new classes of consistent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+A comonotonic image of independence for additive risk measures
+Normal rank
@@ Property / cites work @@
+Managing Economic and Virtual Economic Capital Within Financial Conglomerates
+Normal rank
@@ Property / cites work @@
+Actuarial risk measures for financial derivative pricing
+Normal rank
@@ Property / cites work @@
+A note on additive risk measures in rank-dependent utility
+Normal rank
@@ Property / cites work @@
+Sulla rappresentazione di funzionali mediante integrali
+Normal rank
@@ Property / cites work @@
+Pareto Equilibria with coherent measures of risk
@@ Property / cites work: Pareto Equilibria with coherent measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3523756
@@ Property / cites work: Q3523756 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+An optimization approach to the dynamic allocation of economic capital
+Normal rank
@@ Property / cites work @@
+Entropy Coherent and Entropy Convex Measures of Risk
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5826088
@@ Property / cites work: Q5826088 / rank @@
+Normal rank
@@ Property / cites work @@
+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
+Normal rank
@@ Property / cites work @@
+Q5844986
@@ Property / cites work: Q5844986 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5800557
@@ Property / cites work: Q5800557 / rank @@
+Normal rank
@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank