Are reference measures of law-invariant functionals unique?

Cites Work

Non-additive measure and integral
Title not available (Why is that?)
Title not available (Why is that?)
Infinite dimensional analysis. A hitchhiker's guide.
A More Robust Definition of Subjective Probability
Dilatation monotone risk measures are law invariant
Stochastic finance. An introduction in discrete time.
A Definition of Uncertainty Aversion
Event Exchangeability: Probabilistic Sophistication Without Continuity or Monotonicity
Probabilistic sophistication and variational preferences
Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
Optimal risk sharing with different reference probabilities
Bilateral risk sharing with heterogeneous beliefs and exposure constraints
Efficient allocations under law-invariance: a unifying approach
Arrow's theorem of the deductible with heterogeneous beliefs
Quantile-based risk sharing with heterogeneous beliefs
On the optimality of a straight deductible under belief heterogeneity
Risk aversion in regulatory capital principles
A Note on the Existence of Quantitative Probability
A uniqueness theorem for convex-ranged probabilities
Robust optimal risk sharing and risk premia in expanding pools
Robust return risk measures
Distributional compatibility for change of measures
Scenario-based risk evaluation
Law-invariant functionals that collapse to the mean
Law-Invariant Functionals on General Spaces of Random Variables
On the extension property of dilatation monotone risk measures
Characterization, robustness, and aggregation of signed Choquet integrals
Whom should we believe? aggregation of heterogeneous beliefs
A framework for measures of risk under uncertainty
Risk sharing under heterogeneous beliefs without convexity
Risk concentration and the mean-expected shortfall criterion

This page was built for publication: Are reference measures of law-invariant functionals unique?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6607489)