Pages that link to "Item:Q3173994"
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The following pages link to ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994):
Displayed 20 items.
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- An approximation scheme for stochastic programs with second order dominance constraints (Q501509) (← links)
- An exponential martingale for compound Poisson process with latent variable and its applications (Q904135) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables (Q2454011) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Distributionally Robust Stochastic Programming (Q4588857) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)