The following pages link to Weighted V\@R and its properties (Q854285):
Displayed 38 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Fair estimation of capital risk allocation (Q2173274) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- From credit valuation adjustments to credit capital commitments (Q2869975) (← links)
- ON TWO APPROACHES TO COHERENT RISK CONTRIBUTION (Q3008491) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- Asymptotic consistency of risk functionals (Q3648630) (← links)
- ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928) (← links)
- Maximally Acceptable Portfolios (Q4561935) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Optimal reinsurance with general premium principles based on RVaR and WVaR (Q6102895) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)