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~isPartOf:"Mathematics and financial economics"
~subject:"Messung"
~subject:"Statistical distribution"
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Search: subject:"Value at Risk"
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Mathematics and financial economics
Insurance / Mathematics & economics
148
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39
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38
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26
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1
Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria
;
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 155-184
Persistent link: https://www.econbiz.de/10012433636
Saved in:
2
Preferences over rich sets of random variables : on the incompatibility of convexity and semicontinuity in measure
Zimper, Alexander
;
Assa, Hirbod
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012500030
Saved in:
3
Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
4
Dual representations for systemic risk measures
Ararat, Çağın
;
Rudloff, Birgit
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
Saved in:
5
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
6
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
7
Golden options in financial mathematics
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
Saved in:
8
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
9
Disentangling price, risk and model risk : V&R measures
Frittelli, Marco
;
Maggis, Marco
- In:
Mathematics and financial economics
12
(
2018
)
2
,
pp. 219-247
Persistent link: https://www.econbiz.de/10011963851
Saved in:
10
Time consistency for set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 305-333
Persistent link: https://www.econbiz.de/10011963856
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