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Einführung in die Theorie und Praxis statischer Risikomaße

Bäuerle, Nicole; Mundt, André - In: Risikomanagement, (pp. 67-99). 2005

Persistent link: https://www.econbiz.de/10003339291

Risk management with Tail Quasi-Linear Means

Bäuerle, Nicole; Shushi, Tomer - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 170-187

Persistent link: https://www.econbiz.de/10012194089

Minimizing spectral risk measures applied to Markov decision processes

Bäuerle, Nicole; Glauner, Alexander - In: Mathematical methods of operations research : ZOR 94 (2021) 1, pp. 35-69

Persistent link: https://www.econbiz.de/10012618978

Distributionally robust Markov decision processes and their connection to risk measures

Bäuerle, Nicole; Glauner, Alexander - In: Mathematics of operations research 47 (2022) 3, pp. 1757-1780

Persistent link: https://www.econbiz.de/10013374970

Markov decision processes with recursive risk measures

Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966

Persistent link: https://www.econbiz.de/10013255611

Generalized quantiles as risk measures

Bellini, Fabio; Klar, Bernhard; Müller, Alfred; … - In: Insurance / Mathematics & economics 54 (2014), pp. 41-48

Persistent link: https://www.econbiz.de/10010259683

Generalized Quantiles as Risk Measures

Bellini, Fabio - 2013

In the statistical and actuarial literature several generalizations of quantiles have been considered, by means of the minimization of a suitable asymmetric loss function. All these generalized quantiles share the important property of elicitability, that is recently receiving a lot of attention...

Persistent link: https://www.econbiz.de/10013086042