1

How Superadditive Can a Risk Measure Be?

Year:
2015
Language:
english
File:
PDF, 304 KB
english, 2015
2

Elicitable Risk Measures

Year:
2013
Language:
english
File:
PDF, 312 KB
english, 2013
3

On elicitable risk measures

Year:
2015
Language:
english
File:
PDF, 315 KB
english, 2015
4

Studying mixability with supermodular aggregating functions

Year:
2015
Language:
english
File:
PDF, 477 KB
english, 2015
5

distribution

Year:
2017
Language:
english
File:
PDF, 412 KB
english, 2017
7

Diversification limit of quantiles under dependence uncertainty

Year:
2016
Language:
english
File:
PDF, 696 KB
english, 2016
8

Risk measures with the CxLS property

Year:
2016
Language:
english
File:
PDF, 1.11 MB
english, 2016
9

Parameter Uncertainty and Residual Estimation Risk

Year:
2015
Language:
english
File:
PDF, 379 KB
english, 2015
11

Risk Measures Based on Benchmark Loss Distributions

Year:
2017
Language:
english
File:
PDF, 467 KB
english, 2017
14

Model Uncertainty in Risk Capital Measurement

Year:
2013
Language:
english
File:
PDF, 338 KB
english, 2013
18

Risk Measures Based on Benchmark Loss Distributions

Year:
2019
Language:
english
File:
PDF, 257 KB
english, 2019
21

Diversification Limit of Quantiles Under Dependence Uncertainty

Year:
2015
Language:
english
File:
PDF, 986 KB
english, 2015