VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123): Difference between revisions

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-.1111/j.1467-9965.2007.00320.x
@@ Property / DOI: 10.1111/j.1467-9965.2007.00320.x / rank @@
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+.0232
@@ Property / arXiv ID: 0709.0232 / rank @@
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@@ Property / cites work @@
+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Inf-convolution of risk measures and optimal risk transfer
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+Equilibrium in a Reinsurance Market
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Q5294265
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+On convex principles of premium calculation
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+Recursive multiple-priors.
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+Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
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+Convex risk measures and the dynamics of their penalty functions
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+Q3526970
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+Maxmin expected utility with non-unique prior
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
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+Dynamic coherent risk measures
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+Recursive utility and preferences for information
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@@ Property / DOI @@
+.1111/J.1467-9965.2007.00320.X
@@ Property / DOI: 10.1111/J.1467-9965.2007.00320.X / rank @@
+Normal rank