Risk measures via \(g\)-expectations (Q2507604): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.insmatheco.2006.01.002 / rank
Normal rank
 
Property / Wikidata QID
 
Property / Wikidata QID: Q56767254 / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.01.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2120630305 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent multiperiod risk adjusted values and Bellman's principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3160493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity, Risk, and Asset Returns in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jensen's inequality for \(g\)-expectation. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general downcrossing inequality for \(g\)-martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general converse comparison theorem for backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On dynamic measure of risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5294265 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex principles of premium calculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional and dynamic convex risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550910 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Introduction to a theory of value coherent with the no-arbitrage principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Unified Approach to Generate Risk Measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some new classes of consistent risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measures and insurance premium principles. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A valuation algorithm for indifference prices in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4657107 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic coherent risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimality conditions in portfolio analysis with general deviation measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measures via \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2006.01.002 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 02:47, 19 December 2024

scientific article
Language Label Description Also known as
English
Risk measures via \(g\)-expectations
scientific article

    Statements

    Risk measures via \(g\)-expectations (English)
    0 references
    5 October 2006
    0 references
    coherent/convex risk measure
    0 references
    dynamic risk measure
    0 references
    \(g\)-expectation
    0 references
    insurance premium
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers