On some claims related to Choquet integral risk measures (Q1761861): Difference between revisions

@@ Property / author @@
-Nguyen Trung Hung
@@ Property / author: Nguyen Trung Hung / rank @@
-Normal rank
@@ Property / author @@
-Uyen Hoang Pham
@@ Property / author: Uyen Hoang Pham / rank @@
-Normal rank
@@ Property / author @@
-Hien Duy Tran
@@ Property / author: Hien Duy Tran / rank @@
-Normal rank
@@ Property / author @@
+Nguyen Trung Hung
@@ Property / author: Nguyen Trung Hung / rank @@
+Normal rank
@@ Property / author @@
+Uyen Hoang Pham
@@ Property / author: Uyen Hoang Pham / rank @@
+Normal rank
@@ Property / author @@
+Hien Duy Tran
@@ Property / author: Hien Duy Tran / rank @@
+Normal rank
@@ 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/10.1007/s10479-011-0848-9
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@@ Property / OpenAlex ID @@
+W1974817215
@@ Property / OpenAlex ID: W1974817215 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Course in Financial Calculus
@@ Property / cites work: A Course in Financial Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
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@@ Property / cites work @@
+A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid
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@@ Property / cites work @@
+Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
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@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+The representation of conditional relative importance between criteria
+Normal rank
@@ Property / cites work @@
+An Introduction to Random Sets
@@ Property / cites work: An Introduction to Random Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4486401
@@ Property / cites work: Q4486401 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Applications to Finance, Risk and Economics
+Normal rank
@@ Property / cites work @@
+A Universal Framework for Pricing Financial and Insurance Risks
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@@ Property / cites work @@
+Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
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@@ links / mardi / name / links / mardi / name @@
+Publication:1761861