The known, the unknown, and the unknownable in financial risk management. Measurement and theory advancing practice.

zbMATH Open1192.91014MaRDI QIDQ3563403FDOQ3563403

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Publication date: 31 May 2010

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• scientific article; zbMATH DE number 1228098
• Risk and Financial Management

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Actuarial science and mathematical finance (91Gxx)

Cited In (19)

• From entropy-maximization to equality-maximization: Gauss, Laplace, Pareto, and Subbotin
• Systemic risk measures
• Beyond lognormal inequality: the Lorenz flow structure
• Inequality spectra
• A managerial approach to risk theory: Some suggestions from the theory of financial desicions
• A tour of inequality
• A pentatonic classification of extreme events
• Fractional motions
• OPTION PRICING WITH HEAVY-TAILED DISTRIBUTIONS OF LOGARITHMIC RETURNS
• Ice: the paradigm of wild plasticity
• Five degrees of randomness
• Plight of the fortune tellers. Why we need to manage financial risk differently
• Average is over
• Four theorems and a financial crisis
• Managing and Measuring Risk
• Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios
• Tail-behavior roadmap for sharp restart
• The Poisson aggregation process
• The St. Petersburg paradox: an experimental solution

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