RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396): Difference between revisions

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-.1111/j.1467-9965.2006.00285.x
@@ Property / DOI: 10.1111/j.1467-9965.2006.00285.x / rank @@
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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Inf-convolution of risk measures and optimal risk transfer
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+Risk as a primitive: a survey of measures of perceived risk
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+Coherent and convex monetary risk measures for unbounded càdlàg processes.
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+Convex measures of risk and trading constraints
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+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
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+Q4235027
@@ Property / cites work: Q4235027 / rank @@
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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@@ Property / DOI @@
+.1111/J.1467-9965.2006.00285.X
@@ Property / DOI: 10.1111/J.1467-9965.2006.00285.X / rank @@
+Normal rank