Pages that link to "Item:Q977158"
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The following pages link to Some new classes of consistent risk measures (Q977158):
Displayed 17 items.
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Vector risk functions (Q1762365) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Good deals in markets with friction (Q5397420) (← links)