Pages that link to "Item:Q2347070"

The following pages link to Minimal representation of insurance prices (Q2347070):

Displaying 17 items.

• An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
• Risk aversion in imperfect natural gas markets (Q1751818) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• Refinements of Kusuoka representations on <i>L</i>^∞ (Q5044104) (← links)
• Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
• Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
• Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
• Rectangular Sets of Probability Measures (Q5740228) (← links)
• Preference robust distortion risk measure and its application (Q6054458) (← links)
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
• Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
• Stackelberg risk preference design (Q6665396) (← links)