Pages that link to "Item:Q287670"

The following pages link to Risk measures with the CxLS property (Q287670):

Displaying 31 items.

• Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
• Higher order elicitability and Osband's principle (Q309736) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
• Large deviations for risk measures in finite mixture models (Q1641144) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Robust return risk measures (Q1702877) (← links)
• Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
• Risk parity with expectiles (Q2030685) (← links)
• Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
• Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals (Q2044330) (← links)
• Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
• Performance measurement with expectiles (Q2145704) (← links)
• Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
• Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
• Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
• Optimal insurance design in the presence of exclusion clauses (Q2404557) (← links)
• Portfolio optimization under shortfall risk constraint (Q2817245) (← links)
• How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
• Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
• Implicit expectiles and measures of implied volatility (Q4619525) (← links)
• A Theory for Measures of Tail Risk (Q4958558) (← links)
• Quantile-Based Risk Sharing (Q4971388) (← links)
• Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
• INSURANCE VALUATION: A TWO-STEP GENERALISED REGRESSION APPROACH (Q5067889) (← links)
• Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
• Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
• Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution (Q6543146) (← links)
• Range-based risk measures and their applications (Q6569742) (← links)
• Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error (Q6654881) (← links)
• Multinomial backtesting of distortion risk measures (Q6665595) (← links)