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

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+Coherent Measures of Risk
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+Risk Measures and Comonotonicity: A Review
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+Q4550909
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+Non-additive measure and integral
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+Risk measurement with equivalent utility principles
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+Convex measures of risk and trading constraints
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+A Unified Approach to Generate Risk Measures
@@ Property / cites work: A Unified Approach to Generate Risk Measures / rank @@
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+Determination of risk pricing measures from market prices of risk
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+Q4552656
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+Optimization of Convex Risk Functions
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+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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+Publication:835686