Coherent Risk Measures Under Dominated Variation (Q3193129): Difference between revisions

@@ Property / author @@
-Christos E. Kountzakis
@@ Property / author: Christos E. Kountzakis / rank @@
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@@ Property / author @@
+Christos E. Kountzakis
@@ Property / author: Christos E. Kountzakis / rank @@
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+https://doi.org/10.1007/978-3-319-06653-0_8
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+W5093381
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+Q4269108
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+On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications
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+Risk Measures and Comonotonicity: A Review
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+Ordered linear spaces
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+Extremal Subexponentiality in Ruin Probabilities
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+Risk measures in ordered normed linear spaces with non-empty cone-interior
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+The restricted convex risk measures in actuarial solvency
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+An Introduction to Banach Space Theory
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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@@ links / mardi / name / links / mardi / name @@
+Publication:3193129