Convex risk functionals: representation and applications (Q2292181): Difference between revisions

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+Coherent Measures of Risk
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+Optimal reinsurance with regulatory initial capital and default risk
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+Pareto-optimal reinsurance arrangements under general model settings
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+Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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+Optimal reinsurance under VaR and CTE risk measures
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+Optimal reinsurance with positively dependent risks
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+Signed integral representations of comonotonic additive functionals
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+Choquet integration on Riesz spaces and dual comonotonicity
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+Optimal Reinsurance Revisited – A Geometric Approach
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+Budget-constrained optimal reinsurance design under coherent risk measures
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+Characterizations of optimal reinsurance treaties: a cost-benefit approach
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+Optimal reinsurance under general law-invariant risk measures
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+Optimal insurance design in the presence of exclusion clauses
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+Optimal reinsurance with general premium principles
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+Upper bounds for strictly concave distortion risk measures on moment spaces
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+On convex principles of premium calculation
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+Convex measures of risk and trading constraints
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+Stochastic Finance
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+Dual Representation of Quasi-convex Conditional Maps
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+Q3526970
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+A constraint-free approach to optimal reinsurance
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+Maximum Entropy Principle with General Deviation Measures
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Optimization in Function Spaces
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+Representation results for law invariant time consistent functions
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+Q4552656
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+Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization
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+Worst-Case Range Value-at-Risk with Partial Information
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+Q5253267
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+Q4050397
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+Generalized deviations in risk analysis
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+Axiomatic characterization of insurance prices
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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