Pages that link to "Item:Q1776019"
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The following pages link to Vector-valued coherent risk measures (Q1776019):
Displayed 33 items.
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Essential supremum with respect to a random partial order (Q393278) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Bivariate lower and upper orthant value-at-risk (Q487568) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- A duality theory for set-valued functions. I: Fenchel conjugation theory (Q833019) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- The expected convex hull trimmed regions of a sample (Q964641) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Vector risk functions (Q1762365) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- Scalar representation and conjugation of set-valued functions (Q4981853) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)