The natural Banach space for version independent risk measures (Q2513597): Difference between revisions

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+Q5386174
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+Coherent Measures of Risk
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+Dual characterization of properties of risk measures on Orlicz hearts
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+RISK MEASURES ON ORLICZ HEARTS
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+Weighted V\@R and its properties
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Q4652020
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+Stochastic finance. An introduction in discrete time
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+Q4039929
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+Law invariant risk measures have the Fatou property
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+Q4552656
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+Q3528030
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+Evaluations of Risk Measures for Different Probability Measures
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+Q4050397
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+Q5667036
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+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
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+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
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+Q3995204
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+Publication:2513597