Asymptotic distribution of law-invariant risk functionals (Q650758): Difference between revisions

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Coherent Measures of Risk
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+Estimating conditional tail expectation with actuarial applications in view
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+Weighted V\@R and its properties
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+Risk capital allocation by coherent risk measures based on one-sided moments.
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+Convex measures of risk and trading constraints
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+Q4162318
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+Failure rate of the minimum and maximum of a multivariate normal distribution
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+Put Option Premiums and Coherent Risk Measures
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+Empirical Estimation of Risk Measures and Related Quantities
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+Risk measures, distortion parameters, and their empirical estimation
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+Q4552656
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+Satisfying convex risk limits by trading
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+Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles
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+On distortion functionals
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+Subdifferential representations of risk measures
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+Generalized deviations in risk analysis
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+Optimization of Convex Risk Functions
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+Coherent risk measures in inventory problems
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+Functions of Order Statistics
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+Q3395931
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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