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Search: subject:"Utility-based shortfall"
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ECONIS (ZBW)
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Decision-making under risk : when is utility-maximization equivalent to risk-minimization?
Ruscitti, Francesco
;
Dubey, Ram Sewak
;
Laguzzi, Giorgio
- In:
Theory and decision : an international journal for …
97
(
2024
)
1
,
pp. 23-38
Persistent link: https://www.econbiz.de/10015126871
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2
Shortfall risk models when information on loss function is incomplete
Delage, Erick
;
Guo, Shaoyan
;
Xu, Huifu
- In:
Operations research
70
(
2022
)
6
,
pp. 3511-3518
Persistent link: https://www.econbiz.de/10014307925
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3
The average risk sharing problem under risk measure and expected utility theory
Mao, Tiantian
;
Hu, Jiuyun
;
Liu, Haiyan
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 170-179
Persistent link: https://www.econbiz.de/10011944126
Saved in:
4
Alternativen zu Value at Risk
Weber, Stefan
;
Schmidt, Thorsten
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
94
(
2005
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003223825
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