Pages that link to "Item:Q4661679"

The following pages link to A Unified Approach to Generate Risk Measures (Q4661679):

Displaying 18 items.

• On Multiply Monotone Distributions, Continuous or Discrete, with Applications (Q147981) (← links)
• Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
• 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)
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• Properties of distortion risk measures (Q835686) (← links)
• Some new classes of consistent risk measures (Q977158) (← links)
• Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• A comonotonic image of independence for additive risk measures (Q2485529) (← links)
• Risk measures via \(g\)-expectations (Q2507604) (← links)
• Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
• A premium principle based on the <i>g</i>-integral (Q2986698) (← links)
• Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
• RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
• Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
• Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models (Q5490596) (← links)