COHERENCE AND ELICITABILITY (Q2831006): Difference between revisions

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+Coherent Measures of Risk
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+Generalized quantiles as risk measures
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+Core of convex distortions of a probability.
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+Weighted V\@R and its properties
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+Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
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+Robustness and sensitivity analysis of risk measurement procedures
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Stochastic Finance
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+Making and Evaluating Point Forecasts
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+Strictly Proper Scoring Rules, Prediction, and Estimation
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+Comparing Density Forecasts Using Threshold- and Quantile-Weighted Scoring Rules
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+Robust Estimation of a Location Parameter
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+Robust Statistics
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+Law invariant risk measures have the Fatou property
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+External Risk Measures and Basel Accords
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+Qualitative and infinitesimal robustness of tail-dependent statistical functionals
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+Comparative and qualitative robustness for law-invariant risk measures
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+Quasi-Hadamard differentiability of general risk functionals and its application
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+Assessing value at risk with CARE, the conditional autoregressive expectile models
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+Q4548486
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+Asymmetric Least Squares Estimation and Testing
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+Risk Tuning with Generalized Linear Regression
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+Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
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+Eliciting production possibilities from a well-informed manager
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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