Pages that link to "Item:Q2106746"
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The following pages link to Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746):
Displaying 4 items.
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Preference Robust Modified Optimized Certainty Equivalent (Q5051376) (← links)
- Preference robust distortion risk measure and its application (Q6054458) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
