The following pages link to (Q4552656):
Displaying 50 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Natural risk measures (Q317544) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Max-stable random sup-measures with comonotonic tail dependence (Q737183) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Aggregation-robustness and model uncertainty of regulatory risk measures (Q889621) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Seven proofs for the subadditivity of expected shortfall (Q906342) (← links)
- Insurance pricing under ambiguity (Q906580) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- A new integral for capacities (Q1006563) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
