Pages that link to "Item:Q3564005"

The following pages link to Law invariant risk measures have the Fatou property (Q3564005):

Displaying 50 items.

• Risk measures with the CxLS property (Q287670) (← links)
• Higher order elicitability and Osband's principle (Q309736) (← links)
• The center of a convex set and capital allocation (Q319165) (← links)
• Capturing parameter risk with convex risk measures (Q362040) (← links)
• Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
• On a class of law invariant convex risk measures (Q483720) (← links)
• Risk preferences on the space of quantile functions (Q484133) (← links)
• Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
• A coercive James's weak compactness theorem and nonlinear variational problems (Q651132) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Portfolio insurance under a risk-measure constraint (Q654812) (← links)
• Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
• Short note on inf-convolution preserving the Fatou property (Q666299) (← links)
• Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
• Backward SDEs with superquadratic growth (Q718880) (← links)
• Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
• Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
• The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
• Risk minimization and optimal derivative design in a principal agent game (Q841647) (← links)
• Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
• Insurance pricing under ambiguity (Q906580) (← links)
• Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
• Optimal risk sharing with different reference probabilities (Q1023105) (← links)
• On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
• An overview of representation theorems for static risk measures (Q1042990) (← links)
• Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
• Optimal expected utility risk measures (Q1688731) (← links)
• Risk measures based on behavioural economics theory (Q1709605) (← links)
• Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
• Regression analysis: likelihood, error and entropy (Q1739032) (← links)
• Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
• Worst case portfolio vectors and diversification effects (Q1761436) (← links)
• A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
• Optimal risk sharing under distorted probabilities (Q1932519) (← links)
• Representation results for law invariant time consistent functions (Q1932525) (← links)
• On securitization, market completion and equilibrium risk transfer (Q1932526) (← links)
• Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
• Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
• Lebesgue property for convex risk measures on Orlicz spaces (Q1938973) (← links)
• Weak compactness and variational characterization of the convexity (Q1949857) (← links)
• On the range of the subdifferential in non reflexive Banach spaces (Q2020092) (← links)
• Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
• Law-invariant functionals that collapse to the mean (Q2034153) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
• Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
• Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)