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

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