Pages that link to "Item:Q2485529"

The following pages link to A comonotonic image of independence for additive risk measures (Q2485529):

Displaying 33 items.

• Expected utility and catastrophic consumption risk (Q495495) (← links)
• Worst case risk measurement: back to the future? (Q654815) (← links)
• Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
• Esscher transforms and consumption-based models (Q659151) (← links)
• Optimal risk transfer for agents with germs (Q661203) (← links)
• A note on additive risk measures in rank-dependent utility (Q661234) (← links)
• Decision principles derived from risk measures (Q661251) (← links)
• A hidden Markov regime-switching model for option valuation (Q661263) (← links)
• A note on the connection between the Esscher-Girsanov transform and the Wang transform (Q661264) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
• An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
• On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
• Weighted premium calculation principles (Q939390) (← links)
• Weighted risk capital allocations (Q974815) (← links)
• Actuarial risk measures for financial derivative pricing (Q998266) (← links)
• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• Representation results for law invariant time consistent functions (Q1932525) (← links)
• Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
• Tests for Laplace order dominance with applications to insurance data (Q2038232) (← links)
• Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims (Q2181729) (← links)
• Behavioral premium principles (Q2331011) (← links)
• Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• A note on weighted premium calculation principles (Q2445349) (← links)
• A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
• Determination of risk pricing measures from market prices of risk (Q2518550) (← links)
• Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
• A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896) (← links)