Natural risk measures
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Publication:317544
DOI10.1007/S11579-016-0165-9zbMATH Open1404.91133OpenAlexW2295354140MaRDI QIDQ317544FDOQ317544
Publication date: 30 September 2016
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-016-0165-9
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Cites Work
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- Non-additive measure and integral
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- A note on natural risk statistics
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- On optimal reinsurance policy with distortion risk measures and premiums
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
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- External Risk Measures and Basel Accords
- Efficient hedging with coherent risk measure
- Hedging, Pareto optimality, and good deals
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- Sulla rappresentazione di funzionali mediante integrali
- Risk management under a prudential policy
Cited In (5)
- Preferences over all random variables: incompatibility of convexity and continuity
- Optimal reinsurance under risk and uncertainty on Orlicz hearts
- Title not available (Why is that?)
- Golden options in financial mathematics
- Pareto efficient buy and hold investment strategies under order book linked constraints
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