The following pages link to On distortion functionals (Q3417650):
Displaying 11 items.
- Nonlinear stochastic programming-with a case study in continuous switching (Q322923) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Asymptotic consistency of risk functionals (Q3648630) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
