The following pages link to (Q4082912):
Displayed 13 items.
- The credibility premiums for exponential principle (Q644653) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- On additive principles of zero utility (Q1069642) (← links)
- On robust premium principles (Q1086964) (← links)
- Ordering of risks: a review (Q1168035) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- On iterative premium calculation principles under Cumulative Prospect Theory (Q2443220) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)