The following pages link to (Q4550910):
Displaying 50 items.
- 2-coherent and 2-convex conditional lower previsions (Q313137) (← links)
- Natural risk measures (Q317544) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Optimal bespoke CDO design via NSGA-II (Q1040049) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Relevant mappings (Q2268072) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Equilibrium routing under uncertainty (Q2349119) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Financial risk measurement with imprecise probabilities (Q2379328) (← links)
- Uncertainty modelling and conditioning with convex imprecise previsions (Q2386121) (← links)
- Stability in locally \(L^{0}\)-convex modules and a conditional version of James' compactness theorem (Q2396680) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764) (← links)
- Dynamic coherent risk measures (Q2485772) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- A concept of copula robustness and its applications in quantitative risk management (Q2675816) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- Reliable Quantification and Efficient Estimation of Credit Risk (Q2841947) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Some properties of distortion risk measures (Q3400021) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
- Convex risk measures for the aggregation of multiple information sources and applications in insurance (Q4562048) (← links)
- Distributionally robust optimization for sequential decision-making (Q5238202) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- Random distortion risk measures (Q6543148) (← links)
- Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595) (← links)
