Pages that link to "Item:Q3577148"
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The following pages link to Robustness and sensitivity analysis of risk measurement procedures (Q3577148):
Displaying 50 items.
- Risk measures with the CxLS property (Q287670) (← links)
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Internal vs. External risk measures: how capital requirements differ in practice (Q613362) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- On qualitative robustness of the Lotka-Nagaev estimator for the offspring mean of a supercritical Galton-Watson process (Q900767) (← links)
- A definition of qualitative robustness for general point estimators, and examples (Q900788) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
- Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
- Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
- Replicating portfolio approach to capital calculation (Q1691451) (← links)
- Risk parity for mixed tempered stable distributed sources of risk (Q1703562) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Optimal risk allocation in reinsurance networks (Q1799630) (← links)
- Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
- Risk measures on the space of infinite sequences (Q1932527) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Statistical robustness of two-stage stochastic variational inequalities (Q2091213) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Estimating and backtesting risk under heavy tails (Q2138613) (← links)
- A marginal indemnity function approach to optimal reinsurance under the Vajda condition (Q2158053) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Optimal risk sharing in insurance networks. An application to asset-liability management (Q2209794) (← links)
- Range value-at-risk bounds for unimodal distributions under partial information (Q2212135) (← links)
