Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911): Difference between revisions

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+Are law-invariant risk functions concave on distributions?
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+Coherent Measures of Risk
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+Risk aggregation with dependence uncertainty
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+Risk bounds for factor models
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+Approximated Convex Envelope of a Function
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+ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY
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+Signed integral representations of comonotonic additive functionals
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+Choquet integration on Riesz spaces and dual comonotonicity
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+Theory of capacities
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+Robustness and sensitivity analysis of risk measurement procedures
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Risk measures with the CxLS property
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+Nonmonotonic Choquet integrals
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+Remarks on quantiles and distortion risk measures
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+Aggregation-robustness and model uncertainty of regulatory risk measures
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+Convex measures of risk and trading constraints
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+Stochastic Finance
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+Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
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+Maximum Entropy Principle with General Deviation Measures
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+A General Qualitative Definition of Robustness
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+Law invariant risk measures have the Fatou property
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+External Risk Measures and Basel Accords
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+Comparative and qualitative robustness for law-invariant risk measures
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+On the theory of spaces \(\Lambda\)
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+On aggregation sets and lower-convex sets
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+Inequalities: theory of majorization and its applications
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+Q5706744
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+Non-monotonic fuzzy measures and the Choquet integral
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+Robustness regions for measures of risk aggregation
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+Generalized deviations in risk analysis
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+Mathematical Risk Analysis
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+Stochastic orders
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+Extreme negative dependence and risk aggregation
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+How Superadditive Can a Risk Measure Be?
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+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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+Axiomatic characterization of insurance prices
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+The Dual Theory of Choice under Risk
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+COHERENCE AND ELICITABILITY
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