Pages that link to "Item:Q5001133"
From MaRDI portal
The following pages link to Regulatory arbitrage of risk measures (Q5001133):
Displaying 12 items.
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- TERES: Tail Event Risk Expectile Shortfall (Q4991087) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
