COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.2011.00495.x
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+W1796513437
@@ Property / OpenAlex ID: W1796513437 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing with general deviation measures
+Normal rank
@@ Property / cites work @@
+Maximum Entropy Principle with General Deviation Measures
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@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
+Normal rank
@@ Property / cites work @@
+Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion
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@@ Property / cites work @@
+On comonotonicity of Pareto optimal risk sharing
@@ Property / cites work: On comonotonicity of Pareto optimal risk sharing / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Optimality conditions in portfolio analysis with general deviation measures
+Normal rank
@@ Property / cites work @@
+Risk Tuning with Generalized Linear Regression
@@ Property / cites work: Risk Tuning with Generalized Linear Regression / 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
@@ links / mardi / name / links / mardi / name @@
+Publication:4917303