scientific article; zbMATH DE number 1788883
From MaRDI portal
Publication:4548486
Cited in
(15)- Efficient hedging with coherent risk measure
- A composition between risk and deviation measures
- Coherence and elicitability
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function
- On two approaches to coherent risk contribution
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION
- RISK MEASURES ON ORLICZ HEARTS
- Capturing parameter risk with convex risk measures
- One-parameter families of distortion risk measures
- Schur convex functionals: Fatou property and representation
- Comonotonic measures of multivariate risks
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
- Inf-convolution and optimal risk sharing with countable sets of risk measures
- Elementary proof of representation of submodular function as supremum of measures on -algebra with totally ordered generating class
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 Q4548486)