Are reference measures of law-invariant functionals unique?
From MaRDI portal
Publication:6607489
Recommendations
Cites work
- scientific article; zbMATH DE number 3816010 (Why is no real title available?)
- scientific article; zbMATH DE number 3434895 (Why is no real title available?)
- A Definition of Uncertainty Aversion
- A More Robust Definition of Subjective Probability
- A Note on the Existence of Quantitative Probability
- A framework for measures of risk under uncertainty
- A uniqueness theorem for convex-ranged probabilities
- Arrow's theorem of the deductible with heterogeneous beliefs
- Bilateral risk sharing with heterogeneous beliefs and exposure constraints
- Characterization, robustness, and aggregation of signed Choquet integrals
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
- Dilatation monotone risk measures are law invariant
- Distributional compatibility for change of measures
- Efficient allocations under law-invariance: a unifying approach
- Event Exchangeability: Probabilistic Sophistication Without Continuity or Monotonicity
- Infinite dimensional analysis. A hitchhiker's guide.
- Law-Invariant Functionals on General Spaces of Random Variables
- Law-invariant functionals that collapse to the mean
- Non-additive measure and integral
- On the extension property of dilatation monotone risk measures
- On the optimality of a straight deductible under belief heterogeneity
- Optimal risk sharing with different reference probabilities
- Probabilistic sophistication and variational preferences
- Quantile-based risk sharing with heterogeneous beliefs
- Risk aversion in regulatory capital principles
- Risk concentration and the mean-expected shortfall criterion
- Risk sharing under heterogeneous beliefs without convexity
- Robust optimal risk sharing and risk premia in expanding pools
- Robust return risk measures
- Scenario-based risk evaluation
- Stochastic finance. An introduction in discrete time.
- Whom should we believe? aggregation of heterogeneous beliefs
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)
