//-->
Risk excess measures induced by hemi-metrics
Faugeras, Olivier, (2018)
Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio, (2023)
Risk measures and nonlinear expectations
Chen, Zengjing, (2013)
Backward stochastic differential equations driven by G-Brownian motion with double reflections
Li, Hanwu, (2020)
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Song, Yongsheng, (2009)