Pages that link to "Item:Q977158"

The following pages link to Some new classes of consistent risk measures (Q977158):

Displaying 44 items.

• VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Corruption, growth and ethnic fractionalization: a theoretical model (Q405767) (← links)
• Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
• Efficient option risk measurement with reduced model risk (Q506084) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Decision principles derived from risk measures (Q661251) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
• Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
• Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
• Minimizing measures of risk by saddle point conditions (Q984899) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Extending pricing rules with general risk functions (Q1044131) (← links)
• Robust return risk measures (Q1702877) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• A generalization of expected shortfall based capital allocation (Q1726872) (← links)
• Vector risk functions (Q1762365) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Differential equations connecting VaR and CVaR (Q2012604) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
• Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
• Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
• Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
• Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
• Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
• Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
• On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
• Risk measures via \(g\)-expectations (Q2507604) (← links)
• Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
• Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
• Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)