Choosing a random distribution with prescribed risks (Q2443239): Difference between revisions

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-Q321168
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+Ilya S. Molchanov
@@ Property / author: Ilya S. Molchanov / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2013.03.014
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@@ Property / OpenAlex ID @@
+W2060065506
@@ Property / OpenAlex ID: W2060065506 / 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 @@
+Random probability measures with given mean and variance
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@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5600521
@@ Property / cites work: Q5600521 / rank @@
+Normal rank
@@ Property / cites work @@
+Worst VaR scenarios
@@ Property / cites work: Worst VaR scenarios / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Prior distributions on spaces of probability measures
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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@@ Property / cites work @@
+Decision principles derived from risk measures
@@ Property / cites work: Decision principles derived from risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Worst case risk measurement: back to the future?
@@ Property / cites work: Worst case risk measurement: back to the future? / rank @@
+Normal rank
@@ Property / cites work @@
+Random homeomorphisms
@@ Property / cites work: Random homeomorphisms / rank @@
+Normal rank
@@ Property / cites work @@
+Constructions of random distributions via sequential barycenters
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@@ Property / cites work @@
+Worst VaR scenarios with given marginals and measures of association
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@@ Property / cites work @@
+A class of distribution function processes which have derivatives
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@@ Property / cites work @@
+Randomly generated distributions
@@ Property / cites work: Randomly generated distributions / rank @@
+Normal rank
@@ Property / cites work @@
+How to Construct a Random Probability Measure
@@ Property / cites work: How to Construct a Random Probability Measure / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate dispersion, central regions and depth. The lift zonoid approach
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@@ Property / cites work @@
+Q3999495
@@ Property / cites work: Q3999495 / rank @@
+Normal rank