Properties of distortion risk measures (Q835686): Difference between revisions

@@ Property / DOI @@
-.1007/s11009-008-9089-z
@@ Property / DOI: 10.1007/s11009-008-9089-z / rank @@
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@@ Property / OpenAlex ID: W2133626546 / rank @@
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+Q55980468
@@ Property / Wikidata QID: Q55980468 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
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+Q4550909
@@ Property / cites work: Q4550909 / rank @@
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@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
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@@ Property / cites work @@
+Risk measurement with equivalent utility principles
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@@ 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 @@
+A Unified Approach to Generate Risk Measures
@@ Property / cites work: A Unified Approach to Generate Risk Measures / rank @@
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@@ Property / cites work @@
+Determination of risk pricing measures from market prices of risk
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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@@ Property / cites work @@
+Optimality conditions in portfolio analysis with general deviation measures
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@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ 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 / DOI @@
+.1007/S11009-008-9089-Z
@@ Property / DOI: 10.1007/S11009-008-9089-Z / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:835686