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A note on uncertainty and discounting in models of economic growth
Arrow, Kenneth Joseph - In: Journal of risk and uncertainty : JRU 38 (2009) 2, pp. 87-94
Persistent link: https://www.econbiz.de/10003835003
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Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423-439
Persistent link: https://www.econbiz.de/10003899207
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Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René; Fouque, Jean-Pierre; Vestal, Douglas - In: Finance and stochastics 13 (2009) 4, pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
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Optimal risk sharing with non-monotone monetary functionals
Acciaio, Beatrice - In: Finance and stochastics 11 (2007) 2, pp. 267-289
Persistent link: https://www.econbiz.de/10003439763
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Dilatation monotone risk measures are law invariant
Cherny, Alexander S.; Grigoriev, Pavel G. - In: Finance and stochastics 11 (2007) 2, pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
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Risk-neutral compatibility with option prices
Jacod, Jean; Protter, Philip E. - In: Finance and stochastics 14 (2010) 2, pp. 285-315
Persistent link: https://www.econbiz.de/10003951511
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Analyzing disaster risks and plans : an avian flu example
Fischhoff, Baruch; Bruine de Bruin, Wändi; Güvenç, Ümit - In: Journal of risk and uncertainty : JRU 33 (2006) 1/2, pp. 131-149
Persistent link: https://www.econbiz.de/10003392332
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Dreas risks
Chilton, Susan M.; Jones-Lee, Michael W.; Kiraly, Francis; … - In: Journal of risk and uncertainty : JRU 33 (2006) 3, pp. 165-182
Persistent link: https://www.econbiz.de/10003392339
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Choices at various levels of uncertainty : an experimental test of the restated diversification theorem
Ahmed, Ali M. - In: Journal of risk and uncertainty : JRU 33 (2006) 3, pp. 183-196
Persistent link: https://www.econbiz.de/10003392342
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On a class of law invariant convex risk measures
Angelsberg, Gilles; Delbaen, Freddy; Kaelin, Ivo; … - In: Finance and stochastics 15 (2011) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10009159083