Pages that link to "Item:Q1413388"

The following pages link to Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388):

Displaying 36 items.

• On a capital allocation by minimization of some risk indicators (Q303736) (← links)
• Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
• The link between the Shapley value and the beta factor (Q524900) (← links)
• Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
• Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
• Uniform limit theorems for functions of order statistics (Q1030160) (← links)
• Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
• On coherent risk measures induced by convex risk measures (Q1657812) (← links)
• Comment on Cenci et al. (2015): ``Half-full or half-empty? A model of decision making under risk'' (Q1690610) (← links)
• Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
• Extended gradient of convex function and capital allocation (Q2083970) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Preservation of risk in capital markets (Q2417160) (← links)
• Excess based allocation of risk capital (Q2427804) (← links)
• Factor risk quantification in annuity models (Q2513616) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
• RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
• An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
• CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
• Asymptotic consistency of risk functionals (Q3648630) (← links)
• Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
• A constraint-free approach to optimal reinsurance (Q4562060) (← links)
• Extended Gini-Type Measures of Risk and Variability (Q4562725) (← links)
• Risk contributions: duality and sensitivity (Q4619540) (← links)
• A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
• Optimal Risk Transfer: A Numerical Optimization Approach (Q4689967) (← links)
• Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
• CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
• Higher moment coherent risk measures (Q5423190) (← links)
• AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
• Variational analysis of norm cones in finite dimensional Euclidean spaces (Q6076767) (← links)