2

Optimal capital allocation based on the Tail Mean–Variance model

Year:
2013
Language:
english
File:
PDF, 455 KB
english, 2013
4

Quantile-based risk sharing with heterogeneous beliefs

Year:
2018
Language:
english
File:
PDF, 593 KB
english, 2018
5

Sums of standard uniform random variables

Year:
2019
Language:
english
File:
PDF, 230 KB
english, 2019
6

Risk Aversion in Regulatory Capital Principles

Year:
2020
Language:
english
File:
PDF, 525 KB
english, 2020
9

Second-order properties of risk concentrations without the condition of asymptotic smoothness

Year:
2013
Language:
english
File:
PDF, 384 KB
english, 2013
15

Characterizations of risk aversion in cumulative prospect theory

Year:
2018
Language:
english
File:
PDF, 747 KB
english, 2018
18

On-chip wavefront shaping with dielectric metasurface

Year:
2019
Language:
english
File:
PDF, 1.02 MB
english, 2019
20

A new proof of Cheung’s characterization of comonotonicity

Year:
2011
Language:
english
File:
PDF, 207 KB
english, 2011
21

Stochastic properties of INID progressive Type-II censored order statistics

Year:
2010
Language:
english
File:
PDF, 310 KB
english, 2010
22

Characterization of left-monotone risk aversion in the RDEU model

Year:
2012
Language:
english
File:
PDF, 332 KB
english, 2012
23

Extreme value behavior of aggregate dependent risks

Year:
2012
Language:
english
File:
PDF, 309 KB
english, 2012
24

Second-order expansions of the risk concentration based on CTE

Year:
2012
Language:
english
File:
PDF, 389 KB
english, 2012
30

POLIOMYELITIS

Year:
1963
Language:
english
File:
PDF, 353 KB
english, 1963
31

SEA WATER FOR STREET WATERING.

Year:
1903
Language:
english
File:
PDF, 355 KB
english, 1903
33

Relations between the spectral measures and dependence of MEV distributions

Year:
2015
Language:
english
File:
PDF, 671 KB
english, 2015
45

Risk concentration based on expectiles for extreme risks under FGM copula

Year:
2015
Language:
english
File:
PDF, 409 KB
english, 2015
46

On aggregation sets and lower-convex sets

Year:
2015
Language:
english
File:
PDF, 440 KB
english, 2015
47

Second-order properties of tail probabilities of sums and randomly weighted sums

Year:
2015
Language:
english
File:
PDF, 469 KB
english, 2015