Pages that link to "Item:Q1421884"
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The following pages link to Core of convex distortions of a probability. (Q1421884):
Displayed 16 items.
- Weighted V\@R and its properties (Q854285) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- On comonotonicity of Pareto optimal risk sharing (Q935821) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- A characterization of the core of convex games through Gâteaux derivatives (Q1876642) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Differentiating ambiguity and ambiguity attitude (Q1886292) (← links)
- Rearrangement inequalities in non-convex insurance models (Q2387404) (← links)
- Are generalized call-spreads efficient? (Q2457249) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Differentiability properties of rank-linear utilities (Q2468505) (← links)
- Representation of the core of convex measure games via Kantorovich potentials (Q2581794) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS (Q5459958) (← links)
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981) (← links)