Pages that link to "Item:Q5112721"
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The following pages link to Risk Aversion in Regulatory Capital Principles (Q5112721):
Displaying 19 items.
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- Star-shaped deviations (Q2084035) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Ordering and inequalities for mixtures on risk aggregation (Q6078605) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
- Are reference measures of law-invariant functionals unique? (Q6607489) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
