Pages that link to "Item:Q2875724"

The following pages link to RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724):

Displaying 14 items.

• Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
• Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
• An online algorithm for the risk-aware restless bandit (Q2029383) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• A hardware approach to value function iteration (Q2191461) (← links)
• On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176) (← links)
• On elicitable risk measures (Q4683090) (← links)
• Risk contributions of lambda quantiles* (Q5041667) (← links)
• Short Communication: An Axiomatization of $\Lambda$-Quantiles (Q5071491) (← links)
• Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
• Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
• Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
• A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)