Pages that link to "Item:Q661251"
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The following pages link to Decision principles derived from risk measures (Q661251):
Displayed 33 items.
- Stochastic comparisons of capital allocations with applications (Q414587) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- Stochastic ordering of Gini indexes for multivariate elliptical risks (Q2273985) (← links)
- Asymptotic normality of nonparametric estimate for zero-utility premiums (Q2274188) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- Characterization of acceptance sets for co-monotone risk measures (Q2397861) (← links)
- Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation (Q2443236) (← links)
- Choosing a random distribution with prescribed risks (Q2443239) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Enhancing an insurer's expected value by reinsurance and external financing (Q2665870) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Additive Consistency of Risk Measures and Its Application to Risk-Averse Routing in Networks (Q2833115) (← links)
- ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS (Q4563733) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)