Distributional Transforms, Probability Distortions, and Their Applications (Q5026448): Difference between revisions

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+AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+Robustness and sensitivity analysis of risk measurement procedures
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+Risk measures with the CxLS property
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time.
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+A General Definition of the Lorenz Curve
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+Making and Evaluating Point Forecasts
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+Focusing on regions of interest in forecast evaluation
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+Forecaster's dilemma: extreme events and forecast evaluation
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+A Theory for Measures of Tail Risk
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+Q5253267
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+Mathematical Risk Analysis
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+Integral Representation Without Additivity
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+Stochastic orders
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+Composition operators and classical function theory
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+Q2743225
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+Note on the existence of iteration groups
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+Advances in prospect theory: cumulative representation of uncertainty
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+Regulatory arbitrage of risk measures
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+Characterization, Robustness, and Aggregation of Signed Choquet Integrals
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+The Dual Theory of Choice under Risk
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+Publication:5026448