Pages that link to "Item:Q659171"

The following pages link to Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171):

Displaying 20 items.

• Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
• On the generalized risk measures (Q377908) (← links)
• Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
• Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
• An overview of representation theorems for static risk measures (Q1042990) (← links)
• Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
• A note on convex risk statistic (Q1939712) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
• Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
• Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• On the link between monetary and star-shaped risk measures (Q2667599) (← links)
• The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
• ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
• On the Measurement of Economic Tail Risk (Q3178757) (← links)
• Quantile-Based Risk Sharing (Q4971388) (← links)
• Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)