scientific article; zbMATH DE number 1788883
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Publication:4548486
zbMATH Open1047.62512MaRDI QIDQ4548486FDOQ4548486
Authors: Shigeo Kusuoka 
Publication date: 26 August 2002
Title of this publication is not available (Why is that?)
Cited In (15)
- Capturing parameter risk with convex risk measures
- SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION
- Coherence and elicitability
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
- Elementary proof of representation of submodular function as supremum of measures on \(\sigma\)-algebra with totally ordered generating class
- On two approaches to coherent risk contribution
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION
- Efficient hedging with coherent risk measure
- COMONOTONIC MEASURES OF MULTIVARIATE RISKS
- One-parameter families of distortion risk measures
- RISK MEASURES ON ORLICZ HEARTS
- Inf-convolution and optimal risk sharing with countable sets of risk measures
- A composition between risk and deviation measures
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