Pages that link to "Item:Q513613"
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The following pages link to Certainty equivalent measures of risk (Q513613):
Displaying 7 items.
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Mixed integer programming with a class of nonlinear convex constraints (Q1751218) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Risk‐averse optimization and resilient network flows (Q6139370) (← links)
