Pages that link to "Item:Q6054142"
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The following pages link to Sharing the value‐at‐risk under distributional ambiguity (Q6054142):
Displaying 6 items.
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- ALSO-X and ALSO-X+: Better Convex Approximations for Chance Constrained Programs (Q5060524) (← links)
- Bowley vs. Pareto optima in reinsurance contracting (Q6106993) (← links)
- Data-driven distributionally robust risk-averse two-stage stochastic linear programming over Wasserstein ball (Q6142068) (← links)
- Reinsurance games with two reinsurers: tree versus chain (Q6168513) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
