Pages that link to "Item:Q1776019"
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The following pages link to Vector-valued coherent risk measures (Q1776019):
Displaying 50 items.
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- On a capital allocation by minimization of some risk indicators (Q303736) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← 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)
- Multivariate extensions of expectiles risk measures (Q515556) (← 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)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← 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)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Vector risk functions (Q1762365) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← 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)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Editorial. Choosing sets: preface to the special issue on set optimization and applications (Q2304903) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
- Golden options in financial mathematics (Q2323338) (← 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)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Impact of dependence on some multivariate risk indicators (Q2397956) (← links)
