The following pages link to (Q4548486):
Displaying 15 items.
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
- ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928) (← links)
- SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
- COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542) (← links)
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (Q5700136) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Elementary proof of representation of submodular function as supremum of measures on \(\sigma\)-algebra with totally ordered generating class (Q6640943) (← links)
