Pages that link to "Item:Q4661679"
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The following pages link to A Unified Approach to Generate Risk Measures (Q4661679):
Displayed 9 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Fair (intra-bank transfer) prices for credits with stochastic recovery (Q665817) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)