Decision principles derived from risk measures (Q661251): Difference between revisions

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+Representation of capacities
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+On Esscher Transforms in Discrete Finance Models
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+Non-additive measure and integral
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+Risk measurement with equivalent utility principles
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+On convex principles of premium calculation
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+Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Convex measures of risk and trading constraints
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+On additive principles of zero utility
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+Actuarial bridges to dynamic hedging and option pricing
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+Utility Functions
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+Maxmin expected utility with non-unique prior
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+Some new classes of consistent risk measures
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+A comonotonic image of independence for additive risk measures
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+Managing Economic and Virtual Economic Capital Within Financial Conglomerates
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+Actuarial risk measures for financial derivative pricing
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+A note on additive risk measures in rank-dependent utility
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+Sulla rappresentazione di funzionali mediante integrali
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+Pareto Equilibria with coherent measures of risk
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+Robust Statistics
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+An optimization approach to the dynamic allocation of economic capital
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+Entropy Coherent and Entropy Convex Measures of Risk
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+The Dual Theory of Choice under Risk
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