Surplus-Invariant Risk Measures (Q3387927): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3040430149
@@ Property / OpenAlex ID: W3040430149 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.04949
@@ Property / arXiv ID: 1707.04949 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4438875
@@ Property / cites work: Q4438875 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4938954
@@ Property / cites work: Q4938954 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
@@ Property / cites work: RISK MEASURES: RATIONALITY AND DIVERSIFICATION / rank @@
+Normal rank
@@ Property / cites work @@
+Loss-based risk measures
@@ Property / cites work: Loss-based risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
@@ Property / cites work: RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES / rank @@
+Normal rank
@@ Property / cites work @@
+Convex functions on dual Orlicz spaces
@@ Property / cites work: Convex functions on dual Orlicz spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Preferences and Their Robust Representation
@@ Property / cites work: Risk Preferences and Their Robust Representation / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping Times and Directed Processes
@@ Property / cites work: Stopping Times and Directed Processes / rank @@
+Normal rank
@@ Property / cites work @@
+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
+Normal rank
@@ Property / cites work @@
+On the C‐property and ‐representations of risk measures
+Normal rank
@@ Property / cites work @@
+Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures
+Normal rank
@@ Property / cites work @@
+Uo-convergence and its applications to Cesàro means in Banach lattices
+Normal rank
@@ Property / cites work @@
+Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
+Normal rank
@@ Property / cites work @@
+Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
+Normal rank
@@ Property / cites work @@
+Diversification, protection of liability holders and regulatory arbitrage
+Normal rank
@@ Property / cites work @@
+A simple characterization of tightness for convex solid sets of positive random variables
+Normal rank
@@ Property / cites work @@
+Model spaces for risk measures
@@ Property / cites work: Model spaces for risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
+Normal rank
@@ Property / cites work @@
+Fatou closedness under model uncertainty
@@ Property / cites work: Fatou closedness under model uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Banach lattices
@@ Property / cites work: Banach lattices / rank @@
+Normal rank
@@ Property / cites work @@
+The natural Banach space for version independent risk measures
+Normal rank
@@ Property / cites work @@
+Excess invariance and shortfall risk measures
@@ Property / cites work: Excess invariance and shortfall risk measures / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3387927