:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Santos, Samuel Solgon, Righi, Marcelo Brutti, Horta, Eduardo de Oliveira
Formato:	Preprint
Publicado:	2022
Materias:	Risk Management
Acceso en línea:	https://arxiv.org/abs/2212.13864
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

The effect of organizational studies on financial risk measures estimation
por: Marcelo Brutti Righi
Publicado: (2019)

Star-shaped acceptability indexes
por: Righi, Marcelo Brutti
Publicado: (2021)

Set risk measures
por: Righi, Marcelo, et al.
Publicado: (2024)

A note on robust convex risk measures
por: Righi, Marcelo, et al.
Publicado: (2024)

Partial comonotonicity and distortion riskmetrics
por: Huang, Muqiao
Publicado: (2025)

Cash non-additive risk measures: horizon risk and generalized entropy
por: Di Nunno, Giulia, et al.
Publicado: (2024)

On IoT‐enabled risk prevention and insurance: A systematic literature review
por: Ion Cimbru, et al.
Publicado: (2025)

Ranking Metrics: Extending Acceptability and Performance Indexes
por: Hitaj, Asmerilda, et al.
Publicado: (2026)

Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
por: Uberti, Pierpaolo
Publicado: (2026)

Choquet rating criteria, risk measures, and risk consistency
por: Guo, Nan, et al.
Publicado: (2025)

Counter-monotonic risk allocations and distortion risk measures
por: Ghossoub, Mario, et al.
Publicado: (2024)

Submodular risk measures
por: Wang, Ruodu, et al.
Publicado: (2026)

Systemic risk measures with markets volatility
por: Sun, Fei, et al.
Publicado: (2018)

Coherent risk measures and uniform integrability
por: Huang, Muqiao, et al.
Publicado: (2024)

When risk defies order: On the limits of fractional stochastic dominance
por: Laudagé, Christian, et al.
Publicado: (2025)

Diversification quotients: Quantifying diversification via risk measures
por: Han, Xia, et al.
Publicado: (2022)

Extremal cases of distortion risk measures with partial information
por: Zhao, Mengshuo, et al.
Publicado: (2024)

On multivariate contribution measures of systemic risk with applications in cryptocurrency market
por: Wen, Limin, et al.
Publicado: (2024)

On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
por: Gong, Shuo, et al.
Publicado: (2022)

Semi-parametric financial risk forecasting incorporating multiple realized measures
por: Peiris, Rangika, et al.
Publicado: (2024)

Optimal design of reinsurance contracts with a continuum of risk assessments
por: Cheung, Ka Chun, et al.
Publicado: (2025)

Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
por: Acebes, Fernando, et al.
Publicado: (2024)

Hedging market risk and uncertainty via a robust portfolio approach
por: Ravagnani, Adele, et al.
Publicado: (2026)

Institutionalizing risk curation in decentralized credit
por: Zbandut, Anastasiia, et al.
Publicado: (2025)

Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
por: Zhao, Mengshuo, et al.
Publicado: (2024)

Quantifying the degree of risk aversion of spectral risk measures
por: van Beesten, E. Ruben
Publicado: (2024)

'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
por: Dhaene, Jan L. M., et al.
Publicado: (2024)

Lambda R{é}nyi entropic value-at-risk
por: Zou, Zhenfeng
Publicado: (2026)

Lambda Value-at-Risk under ambiguity and risk sharing
por: Liu, Peng, et al.
Publicado: (2025)

A semi-parametric dynamic conditional correlation framework for risk forecasting
por: Storti, Giuseppe, et al.
Publicado: (2022)

Optimal allocations with distortion risk measures and mixed risk attitudes
por: Ghossoub, Mario, et al.
Publicado: (2025)

A stochastic correlation extension of the Vasicek credit risk model
por: Bansal, Dhruv, et al.
Publicado: (2026)

Infinite-mean models in risk management: Discussions and recent advances
por: Chen, Yuyu, et al.
Publicado: (2024)

Resolving a Clearing Member's Default, A Radner Equilibrium Approach
por: Bastide, Dorinel, et al.
Publicado: (2023)

Some remarks on the effect of risk sharing and diversification for infinite mean risks
por: Müller, Alfred
Publicado: (2024)

Constructing elicitable risk measures
por: Ince, Akif, et al.
Publicado: (2025)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
por: Cui, Hengxin, et al.
Publicado: (2024)

Standard and stressed value at risk forecasting using dynamic Bayesian networks
por: Gross, Eden, et al.
Publicado: (2025)

Robust risk evaluation of joint life insurance under dependence uncertainty
por: Koike, Takaaki
Publicado: (2025)

Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
por: Rehman, Shafique Ur, et al.
Publicado: (2024)