Robustness regions for measures of risk aggregation (Q727667): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5386174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coherent Measures of Risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic orders and risk measures: consistency and bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized quantiles as risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk aggregation with dependence uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some asymptotic theory for the bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4197800 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992980 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness and sensitivity analysis of risk measurement procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal risk sharing with background risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550909 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4273171 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Prescribing a System of Random Variables by Conditional Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real Analysis and Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4343010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aggregation-robustness and model uncertainty of regulatory risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex measures of risk and trading constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of Wasserstein metrics for probability distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new premium calculation principle based on Orlicz norms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Qualitative Definition of Robustness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparative and qualitative robustness for law-invariant risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Domains of weak continuity of statistical functionals with a view toward robust statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed / rank
 
Normal rank
Property / cites work
 
Property / cites work: On aggregation sets and lower-convex sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random variables with maximum sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3060311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lectures on Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical Processes with Applications to Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Existence of Probability Measures with Given Marginals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calculation of the Wasserstein Distance Between Probability Distributions on the Line / rank
 
Normal rank
Property / cites work
 
Property / cites work: Separating marginal utility and probabilistic risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The complete mixability and convex minimization problems with monotone marginal densities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Joint Mixability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities / rank
 
Normal rank

Latest revision as of 04:08, 13 July 2024

scientific article
Language Label Description Also known as
English
Robustness regions for measures of risk aggregation
scientific article

    Statements

    Robustness regions for measures of risk aggregation (English)
    0 references
    0 references
    0 references
    0 references
    20 December 2016
    0 references
    convex risk measures
    0 references
    aggregation
    0 references
    value-at-risk
    0 references
    robustness
    0 references
    continuity
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references