Pages that link to "Item:Q468411"
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The following pages link to Comparative and qualitative robustness for law-invariant risk measures (Q468411):
Displayed 50 items.
- Risk measures with the CxLS property (Q287670) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process (Q900767) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Replicating portfolio approach to capital calculation (Q1691451) (← links)
- Robust return risk measures (Q1702877) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- Domains of weak continuity of statistical functionals with a view toward robust statistics (Q2359672) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks (Q2397857) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Qualitative robustness of statistical functionals under strong mixing (Q2515504) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Asymptotic stability of empirical processes and related functionals (Q2633763) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Weak Continuity of Risk Functionals with Applications to Stochastic Programming (Q2957978) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
- On elicitable risk measures (Q4683090) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Bilevel Linear Optimization Under Uncertainty (Q5014639) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
