Pages that link to "Item:Q3423396"
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The following pages link to RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396):
Displayed 21 items.
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Relevant mappings (Q2268072) (← links)
- Dynamic coherent risk measures (Q2485772) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923) (← links)
- COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133) (← links)