Some new classes of consistent risk measures (Q977158): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2004.03.003
@@ Property / DOI: 10.1016/j.insmatheco.2004.03.003 / rank @@
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+https://doi.org/10.1016/j.insmatheco.2004.03.003
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+W3123477142
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@@ Property / cites work @@
+Q5609896
@@ Property / cites work: Q5609896 / rank @@
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
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+On additive principles of zero utility
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+Economic Capital Allocation Derived from Risk Measures
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+A Unified Approach to Generate Risk Measures
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+Ordering risks: expected utility theory versus Yaari's dual theory of risk
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2004.03.003
@@ Property / DOI: 10.1016/J.INSMATHECO.2004.03.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:977158