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- sets 2015-11-06 Paper Coherent Risk Measures Under Dominated Variation 2015-10-15 Paper The restricted convex risk measures in actuarial solvency 2015-05-04...10 bytes (18 words) - 17:50, 11 December 2023
- Systemic Risk Measures 2021-12-02 Paper Short Communication: Robust Market-Adjusted Systemic Risk Measures 2021-11-05 Paper Systemic optimal risk transfer...10 bytes (16 words) - 15:12, 7 December 2023
- Paper Star-Shaped Risk Measures 2022-12-01 Paper Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures 2022-09-26 Paper Parametric...10 bytes (16 words) - 15:49, 10 December 2023
- CONVEX RISK MEASURES 2019-05-21 Paper Set-valued loss-based risk measures 2018-09-05 Paper Time consistency for set-valued dynamic risk measures for bounded...10 bytes (17 words) - 15:26, 10 December 2023
- Optimization with Quasiconvex Risk Measures 2016-01-29 Paper Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures 2015-04-29 Paper Generalized...10 bytes (18 words) - 12:51, 6 October 2023
- nonlinearly transformed risk measures—a comparison with mean-CVaR analysis 2021-12-01 Paper Nonlinearly transformed risk measures: properties and application...10 bytes (16 words) - 18:08, 24 September 2023
- nonlinearly transformed risk measures—a comparison with mean-CVaR analysis 2021-12-01 Paper Nonlinearly transformed risk measures: properties and application...10 bytes (16 words) - 18:08, 24 September 2023
- quasiconvex risk measures 2022-08-29 Paper A norm minimization-based convex vector optimization algorithm 2022-07-18 Paper Set-valued risk measures as backward...10 bytes (16 words) - 23:07, 24 September 2023
- Paper On elicitable risk measures 2018-09-19 Paper Joint mixability of some integer matrices 2018-05-24 Paper Robust return risk measures 2018-03-01 Paper...10 bytes (16 words) - 16:32, 6 October 2023
- multivariate risk measures 2019-02-06 Paper Measures of Systemic Risk 2018-03-12 Paper SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES 2017-09-08 Paper...10 bytes (16 words) - 09:40, 6 October 2023
- Communication: Are Shortfall Systemic Risk Measures One Dimensional? 2024-01-29 Paper Multivariate systemic risk measures and computation by deep learning algorithms...10 bytes (16 words) - 02:44, 25 September 2023
- 2022-09-19 Paper Set-valued dynamic risk measures for processes and for vectors 2022-07-05 Paper Scalar Multivariate Risk Measures with a Single Eligible Asset...10 bytes (16 words) - 13:09, 7 October 2023
- incomplete preferences induced by set-valued risk measures 2021-04-29 Paper Surplus-Invariant Risk Measures 2021-01-08 Paper Stability properties of Haezendonck-Goovaerts...10 bytes (16 words) - 05:33, 7 October 2023
- subadditive risk measures for portfolio vectors 2018-06-07 Paper https://portal.mardi4nfdi.de/entity/Q2951497 2017-01-06 Paper Risk measures with comonotonic...10 bytes (16 words) - 18:01, 6 October 2023
- property of risk measures 2020-01-13 Paper Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures 2019-10-16...10 bytes (16 words) - 11:22, 7 October 2023
- optimal portfolio choice under convex shortfall risk measures 2020-05-27 Paper Entropic risk measures and their comparative statics in portfolio selection:...10 bytes (16 words) - 18:08, 24 September 2023
- under dynamic expectile risk measures 2023-11-07 Paper Equal risk pricing and hedging of financial derivatives with convex risk measures 2022-04-05 Paper Technical...10 bytes (19 words) - 11:45, 7 October 2023
- backwards martingale convergence 2016-04-15 Paper Risk measures for processes and BSDEs 2015-01-19 Paper Risk assessment for uncertain cash flows: model ambiguity...10 bytes (16 words) - 13:09, 7 October 2023
- Paper Systemic risk: conditional distortion risk measures 2022-03-10 Paper Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures 2021-06-07...10 bytes (20 words) - 13:39, 28 January 2024
- Modeling and Risk Management 2017-04-07 Paper Mean-risk optimization of electricity portfolios 2017-01-24 Paper Polyhedral risk measures in electricity...10 bytes (17 words) - 05:50, 7 October 2023
