The following pages link to Ilaria Peri (Q2875723):
Displaying 4 items.
- RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
- On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- Short Communication: An Axiomatization of $\Lambda$-Quantiles (Q5071491) (← links)
