scientific article; zbMATH DE number 5300452
From MaRDI portal
Publication:3512416
zbMATH Open1213.91086MaRDI QIDQ3512416FDOQ3512416
Authors: Alejandro Balbás 
Publication date: 11 July 2008
Full work available at URL: https://eudml.org/doc/42020
Title of this publication is not available (Why is that?)
Recommendations
- scientific article; zbMATH DE number 954078
- Mathematical Methods in Risk Theory
- Mathematical modelling of financial risks. Theory of measurement
- scientific article; zbMATH DE number 5947643
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Computational methods in risk theory: a matrix-algorithmic approach
- Riskmanagement in financial mathematics
- A survey of some recent results on risk theory
Cited In (11)
- Projective method for the equation of risk theory in the arithmetic case
- Overview
- Entropic value-at-risk: a new coherent risk measure
- Measuring the position risks on capital markets: A mathematical programming approach
- Trade-off between robust risk measurement and market principles
- Title not available (Why is that?)
- The mathematics and statistics of quantitative risk management. Abstracts from the workshop held March 16--22, 2008.
- Title not available (Why is that?)
- Risk measures based on probability semimetric
- Review of the development of risk measurement
- Progress in risk measurement
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3512416)
