Pages that link to "Item:Q661251"
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The following pages link to Decision principles derived from risk measures (Q661251):
Displayed 12 items.
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Choosing a random distribution with prescribed risks (Q2443239) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)