Pages that link to "Item:Q307534"
From MaRDI portal
The following pages link to Stochastic finance. An introduction in discrete time. (Q307534):
Displaying 50 items.
- A nonlinear extension of Korovkin's theorem (Q2199751) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Aggregation of opinions and risk measures (Q2231390) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- When a combination of convexity and continuity forces monotonicity of preferences (Q2237509) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- Weak comonotonicity (Q2282525) (← links)
- The value of a liability cash flow in discrete time subject to capital requirements (Q2282964) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Weighted allocations, their concomitant-based estimators, and asymptotics (Q2317882) (← links)
- Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
- Optimal insurance under rank-dependent expected utility (Q2421395) (← links)
- Guaranteed deterministic approach to superhedging: case of binary European option (Q2664861) (← links)
- Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation (Q2665868) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- The order-type Banach-Saks properties (Q2674300) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Fair pricing and hedging under small perturbations of the numéraire on a finite probability space (Q2681318) (← links)
- Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
- Dual spaces of cadlag processes (Q2685902) (← links)
- Entropy martingale optimal transport and nonlinear pricing-hedging duality (Q2697495) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- On conditional Chisini means and risk measures (Q2701288) (← links)
- The Formation of Financial Bubbles in Defaultable Markets (Q2941472) (← links)
- (Q3120795) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- A constraint-free approach to optimal reinsurance (Q4562060) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Minimax representation of nonexpansive functions and application to zero-sum recursive games (Q4609985) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- Budget-constrained optimal retention with an upper limit on the retained loss (Q4959772) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- XVA analysis from the balance sheet (Q5014178) (← links)
