Pages that link to "Item:Q4576801"
From MaRDI portal
The following pages link to Premiums and reserves, adjusted by distortions (Q4576801):
Displaying 12 items.
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Q-Learning for Distributionally Robust Markov Decision Processes (Q5153603) (← links)
- Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures (Q5868933) (← links)