Pages that link to "Item:Q3417648"
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The following pages link to Risk measurement with equivalent utility principles (Q3417648):
Displaying 28 items.
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Risk pricing in a non-expected utility framework (Q319904) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework (Q659116) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Deductibles in health insurance (Q732102) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- Allocation of risks and equilibrium in markets with finitely many traders (Q939347) (← links)
- Weighted premium calculation principles (Q939390) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- Optimal risk sharing under distorted probabilities (Q1932519) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Two price economic equilibria and financial market bid/ask prices (Q2036002) (← links)
- Capital allocation and RORAC optimization under Solvency 2 standard formula (Q2241088) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- Risk margin for a non-life insurance run-off (Q3107436) (← links)
- DISAPPOINTMENT AVERSION PREMIUM PRINCIPLE (Q4563754) (← links)
