Choosing a random distribution with prescribed risks
From MaRDI portal
Publication:2443239
DOI10.1016/j.insmatheco.2013.03.014zbMath1284.60098OpenAlexW2060065506MaRDI QIDQ2443239
Ignacio Cascos, Ilya S. Molchanov
Publication date: 4 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.03.014
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Worst case risk measurement: back to the future?
- Decision principles derived from risk measures
- Multivariate dispersion, central regions and depth. The lift zonoid approach
- Bounds for functions of dependent risks
- Worst VaR scenarios with given marginals and measures of association
- Random homeomorphisms
- Constructions of random distributions via sequential barycenters
- Prior distributions on spaces of probability measures
- Random probability measures with given mean and variance
- Randomly generated distributions
- Worst VaR scenarios
- Coherent Measures of Risk
- How to Construct a Random Probability Measure
- A class of distribution function processes which have derivatives
- Stochastic finance. An introduction in discrete time
This page was built for publication: Choosing a random distribution with prescribed risks