A note on convex risk statistic (Q1939712): Difference between revisions

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+De-Jian Tian
@@ Property / author: De-Jian Tian / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2012.09.011
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+W2068656816
@@ Property / OpenAlex ID: W2068656816 / rank @@
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@@ Property / cites work @@
+A note on natural risk statistics
@@ Property / cites work: A note on natural risk statistics / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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@@ Property / cites work @@
+The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
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@@ Property / cites work @@
+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank