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2024-07-03 Paper A risk-averse analog of the Hamilton-Jacobi-Bellman equation 2024-07-03 Paper Risk-averse optimization and control. Theory and methods 2024-06-11...

Testing for Risk-averse Stochastic Programs 2018-05-18 Paper Distributionally Robust Stochastic Programming 2017-11-03 Paper Risk neutral and risk averse approaches...

1988-01-01 Paper Classical risk theory in an economic environment 1987-01-01 Paper Martingales in Markov processes applied to risk theory 1986-01-01 Paper https://portal...

and applications 2021-09-28 Paper A Theory for Measures of Tail Risk 2021-09-14 Paper Regulatory arbitrage of risk measures 2021-07-16 Paper Stochastic...

Paper Risk aversion in the theory of expected utility with rank dependent probabilities 1987-01-01 Paper Generalized Expected Utility Analysis of Risk Aversion...

Publication Date of Publication Type Risk Revealed 2024-01-03 Paper Modern Extreme Value Theory at the Interface of Risk Management, Bayesian Networks and...

2006-06-26 Paper DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS 2005-08-17 Paper Liquidity risk and arbitrage pricing theory 2005-05-20 Paper...

in a nonstandard renewal risk model 2020-07-14 Paper Interplay of financial and insurance risks in dependent discrete-time risk models 2020-04-22 Paper...

Networks 2019-08-14 Paper On the price of risk in a mean-risk optimization model 2019-02-06 Paper Time-Coherent Risk Measures for Continuous-Time Markov Chains...

Publication Type Multidimensional risk aversion: the cardinal sin 2023-01-23 Paper Dual Moments and Risk Attitudes 2022-08-05 Paper Risk aversion and the value of...

representation of optimistic belief: theory and applications 2013-01-29 Paper Linear-risk-tolerant, invariant risk preferences 2013-01-02 Paper Cost minimization...

Multi-threshold Risk Model 2022-01-19 Paper On the analysis of deep drawdowns for the Lévy insurance risk model 2021-10-19 Paper An insurance risk process with...

2003-11-16 Paper On two dependent individual risk models. 2003-11-16 Paper On robustness in risk theory 2003-01-13 Paper Criteria for the Stochastic Ordering of...

expected utility theory for arbitrary consequences 2000-11-14 Paper An axiomatization of cumulative prospect theory for decision under risk 2000-01-31 Paper...

Characterizations of risk aversion in cumulative prospect theory 2019-06-18 Paper The average risk sharing problem under risk measure and expected utility theory 2018-11-19...

Paper On the renewal risk process with stochastic interest 2006-12-07 Paper Ruin probability for renewal risk model with negative risk sums 2006-07-14 Paper...

Dual Moments and Risk Attitudes 2022-08-05 Paper Quasi-Logconvex Measures of Risk 2022-07-25 Paper Systemic risk: conditional distortion risk measures 2022-03-10...

negative Lévy risk model 2018-10-10 Paper On capital injections and dividends with tax in a diffusion approximation 2018-07-17 Paper Risk theory 2018-01-22...

increments and application to risk theory 2014-08-06 Paper Asymptotic ruin probabilities in a generalized bidimensional risk model perturbed by diffusion...

transport theory 2024-08-01 Paper Law-invariant return and star-shaped risk measures 2024-07-17 Paper Short Communication: Are Shortfall Systemic Risk Measures...