Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"robust representation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
robust representation
6
Blackwell-Dubins
5
Uncertainty
5
Dynamic Convex Risk Measures
4
Multiple Priors
4
Robust Representation
4
Theorie
4
Time-Consistency
4
Zeitkonsistenz
3
time consistency
3
Conditional convex risk measure
2
Entscheidung bei Unsicherheit
2
Erwartungsnutzen
2
Erwartungstheorie
2
Messung
2
Risiko
2
Risikopräferenz
2
[phi]- and [alpha]-mixing sequences of random variables
2
coherent risk measure
2
distortion risk measure
2
dynamic convex risk measure
2
entropic risk measure
2
nonuniform Berry-Esseen inequality
2
normal approximation
2
regularity
2
total claim distribution
2
Convex risk measures
1
Dynamic convex risk measures
1
Fatou property
1
Greco theorem
1
Krein-Smulian theorem
1
Multiple priors
1
Robust representation
1
Robustes Verfahren
1
Simons’ lemma
1
Statistische Verteilung
1
Statistischer Fehler
1
Time consistency
1
Versicherungstechnisches Risiko
1
asymptotic safety
1
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
11
Other
1
Type of publication (narrower categories)
All
Working Paper
4
Language
All
English
9
Undetermined
3
Author
All
Bier, Monika
5
Engelage, Daniel
5
Krätschmer, Volker
3
Detlefsen, Kai
2
Scandolo, Giacomo
2
Zähle, Henryk
2
Acciaio, Beatrice
1
EISELE, KARL-THEODOR
1
Föllmer, Hans
1
KUPPER, MICHAEL
1
Penner, Irina
1
more ...
less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Laboratoire de Recherche en Gestion (LaRGE), Institut de Finance de Strasbourg
1
London School of Economics (LSE)
1
University of Bonn, Germany
1
Published in...
All
SFB 649 Discussion Papers
3
Bonn Econ Discussion Papers
2
SFB 649 Discussion Paper
2
LSE Research Online Documents on Economics
1
Working Papers
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Working Papers of LaRGE Research Center
1
more ...
less ...
Source
All
RePEc
7
EconStor
4
BASE
1
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On s-additive
robust
representation
of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2007
SFB 649 Discussion Paper 2007-010 On σ−additive
robust
representation
of convex risk measures … K B E R L I N On σ−additive
robust
representation
of convex risk measures for …−additive
robust
representation
, Fatou property, non- sequential Fatou property, strong σ−additive
robust
representation
, Krein …
Persistent link: https://www.econbiz.de/10005652760
Saved in:
2
ASYMPTOTICALLY STABLE DYNAMIC RISK ASSESSMENTS
EISELE, KARL-THEODOR
;
KUPPER, MICHAEL
-
Laboratoire de Recherche en Gestion (LaRGE), Institut …
-
2013
below, these risk assessments are exactly those which allow a
robust
representation
with so-called local test probabilities …
Persistent link: https://www.econbiz.de/10010633270
Saved in:
3
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
-
London School of Economics (LSE)
-
2012
amounts but also the timing of a cash flow. We discuss their
robust
representation
in terms of suitably penalised probability …
Persistent link: https://www.econbiz.de/10011071088
Saved in:
4
Merging of opinions under uncertainty
Bier, Monika
;
Engelage, Daniel
-
2010
, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a
robust
representation
, we show …
Persistent link: https://www.econbiz.de/10009452571
Saved in:
5
Merging of Opinions under Uncertainty
Bier, Monika
;
Engelage, Daniel
-
2010
, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a
robust
representation
, we show …
Persistent link: https://www.econbiz.de/10010270415
Saved in:
6
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker
;
Zähle, Henryk
-
2010
A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...
Persistent link: https://www.econbiz.de/10010270712
Saved in:
7
Merging of opinions under uncertainty
Bier, Monika
;
Engelage, Daniel
-
2010
, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a
robust
representation
, we show …
Persistent link: https://www.econbiz.de/10010272543
Saved in:
8
Merging of Opinions under Uncertainty
Bier, Monika
;
Engelage, Daniel
-
Institut für Mathematische Wirtschaftsforschung, …
-
2010
, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a
robust
representation
, we show …
Persistent link: https://www.econbiz.de/10008494096
Saved in:
9
Sensitivity of risk measures with respect to the normal approximation of total claim distributions
Krätschmer, Volker
;
Zähle, Henryk
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2010
A simple and commonly used method to approximate the total claim distribution of a (possible weakly dependent) insurance collective is the normal approximation. In this article, we investigate the error made when the normal approximation is plugged in a fairly general distribution-invariant risk...
Persistent link: https://www.econbiz.de/10008527526
Saved in:
10
Merging of Opinions under Uncertainty
Bier, Monika
;
Engelage, Daniel
-
University of Bonn, Germany
-
2010
, utility in terms of dynamic variational preferences in an uncertain setting. By virtue of a
robust
representation
, we show …
Persistent link: https://www.econbiz.de/10008464926
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
