The following pages link to (Q3160493):
Displayed 25 items.
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions (Q2268728) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Optimal Cross Hedging of Insurance Derivatives (Q3518300) (← links)
- On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108) (← links)