:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Liebrich, Felix-Benedikt, Wang, Ruodu
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Risk Management Probability
Accesso online:	https://arxiv.org/abs/2507.13763
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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

Cash-subadditive risk measures without quasi-convexity
di: Han, Xia, et al.
Pubblicazione: (2021)

An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
di: Chen, Yuyu, et al.
Pubblicazione: (2022)

Lambda Expected Shortfall
di: Bellini, Fabio, et al.
Pubblicazione: (2025)

Convolution Bounds on Quantile Aggregation
di: Blanchet, Jose, et al.
Pubblicazione: (2020)

Merton model and Poisson process with Log Normal intensity function
di: Hisakado, Masato, et al.
Pubblicazione: (2025)

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

Submodular risk measures
di: Wang, Ruodu, et al.
Pubblicazione: (2026)

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

An elementary proof of representation of submodular function as an supremum of measures on $σ$-algebra with totally ordered generating class
di: Hattori, Tetsuya
Pubblicazione: (2024)

Probabilistic risk aversion for generalized rank-dependent functions
di: Wang, Ruodu, et al.
Pubblicazione: (2022)

A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change
di: Egger, Daniel, et al.
Pubblicazione: (2025)

Disability insurance with collective health claims: A mean-field approach
di: Furrer, Christian, et al.
Pubblicazione: (2025)

Higher moments under dependence uncertainty with applications in insurance
di: Bernard, Carole, et al.
Pubblicazione: (2025)

Stochastic dominance for linear combinations of infinite-mean risks
di: Chen, Yuyu, et al.
Pubblicazione: (2025)

Multivariate Self-Exciting Processes with Dependencies
di: Hillairet, Caroline, et al.
Pubblicazione: (2025)

VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
di: Mohammed, Nawaf
Pubblicazione: (2025)

Mean-field approximations in insurance
di: Hornung, Philipp C.
Pubblicazione: (2025)

Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
di: Zeng, Keyi, et al.
Pubblicazione: (2025)

A note on Refracted Skew Brownian Motion with an application
di: Ahmadi, Zaniar, et al.
Pubblicazione: (2024)

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

Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
di: Geng, Bingzhen, et al.
Pubblicazione: (2024)

Canonical insurance models: stochastic equations and comparison theorems
di: Christiansen, Marcus C., et al.
Pubblicazione: (2024)

Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
di: Lepinette, Emmanuel, et al.
Pubblicazione: (2024)

A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
di: Nistor, Mihaela-Adriana, et al.
Pubblicazione: (2026)

Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
di: Bichuch, Maxim, et al.
Pubblicazione: (2022)

Mirror Descent Algorithms for Risk Budgeting Portfolios
di: Iglesias, Martin Arnaiz, et al.
Pubblicazione: (2024)

An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
di: Giller, Graham L.
Pubblicazione: (2024)

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

Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
di: Yu, Zan, et al.
Pubblicazione: (2024)

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

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

Risk sharing, measuring variability, and distortion riskmetrics
di: Lauzier, Jean-Gabriel, et al.
Pubblicazione: (2023)

Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
di: Genga, Bingzhen, et al.
Pubblicazione: (2025)

On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
di: Pu, Tong, et al.
Pubblicazione: (2024)

Subsidising Inclusive Insurance to Reduce Poverty
di: Flores-Contró, José Miguel, et al.
Pubblicazione: (2021)

A multistate approach to disability insurance reserving with information delays
di: Sandqvist, Oliver Lunding
Pubblicazione: (2023)

Robust quasi-convex risk measures and applications
di: Centrone, Francesca, et al.
Pubblicazione: (2026)

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

Model Aggregation for Risk Evaluation and Robust Optimization
di: Mao, Tiantian, et al.
Pubblicazione: (2022)