RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754): Difference between revisions

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+On the Existence of Minimax Martingale Measures
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+Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Stochastic finance. An introduction in discrete time
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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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+A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Inequalities: theory of majorization and its applications
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+Integrals which are convex functionals. II
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+On general minimax theorems
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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