Pages that link to "Item:Q661234"
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The following pages link to A note on additive risk measures in rank-dependent utility (Q661234):
Displayed 9 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- Pricing insurance contracts under cumulative prospect theory (Q2427822) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- On iterative premium calculation principles under Cumulative Prospect Theory (Q2443220) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- A premium principle based on the <i>g</i>-integral (Q2986698) (← links)