Saved in:
| Main Author: | Uberti, Pierpaolo |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.28124 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Global Balance and Systemic Risk in Financial Correlation Networks
by: Bartesaghi, Paolo, et al.
Published: (2024)
by: Bartesaghi, Paolo, et al.
Published: (2024)
Choquet rating criteria, risk measures, and risk consistency
by: Guo, Nan, et al.
Published: (2025)
by: Guo, Nan, et al.
Published: (2025)
Counter-monotonic risk allocations and distortion risk measures
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Submodular risk measures
by: Wang, Ruodu, et al.
Published: (2026)
by: Wang, Ruodu, et al.
Published: (2026)
Cash non-additive risk measures: horizon risk and generalized entropy
by: Di Nunno, Giulia, et al.
Published: (2024)
by: Di Nunno, Giulia, et al.
Published: (2024)
Quantifying the degree of risk aversion of spectral risk measures
by: van Beesten, E. Ruben
Published: (2024)
by: van Beesten, E. Ruben
Published: (2024)
Systemic risk measures with markets volatility
by: Sun, Fei, et al.
Published: (2018)
by: Sun, Fei, et al.
Published: (2018)
Coherent risk measures and uniform integrability
by: Huang, Muqiao, et al.
Published: (2024)
by: Huang, Muqiao, et al.
Published: (2024)
On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
by: Gong, Shuo, et al.
Published: (2022)
by: Gong, Shuo, et al.
Published: (2022)
Optimal allocations with distortion risk measures and mixed risk attitudes
by: Ghossoub, Mario, et al.
Published: (2025)
by: Ghossoub, Mario, et al.
Published: (2025)
Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Set risk measures
by: Righi, Marcelo, et al.
Published: (2024)
by: Righi, Marcelo, et al.
Published: (2024)
Some remarks on the effect of risk sharing and diversification for infinite mean risks
by: Müller, Alfred
Published: (2024)
by: Müller, Alfred
Published: (2024)
Extremal cases of distortion risk measures with partial information
by: Zhao, Mengshuo, et al.
Published: (2024)
by: Zhao, Mengshuo, et al.
Published: (2024)
Diversification quotients: Quantifying diversification via risk measures
by: Han, Xia, et al.
Published: (2022)
by: Han, Xia, et al.
Published: (2022)
Institutionalizing risk curation in decentralized credit
by: Zbandut, Anastasiia, et al.
Published: (2025)
by: Zbandut, Anastasiia, et al.
Published: (2025)
Constructing elicitable risk measures
by: Ince, Akif, et al.
Published: (2025)
by: Ince, Akif, et al.
Published: (2025)
Integrating enterprise risk management to address AI‐related risks in healthcare: Strategies for effective risk mitigation and implementation
by: Gianmarco Di Palma, et al.
Published: (2025)
by: Gianmarco Di Palma, et al.
Published: (2025)
The effect of organizational studies on financial risk measures estimation
by: Marcelo Brutti Righi
Published: (2019)
by: Marcelo Brutti Righi
Published: (2019)
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by: Wen, Limin, et al.
Published: (2024)
by: Wen, Limin, et al.
Published: (2024)
The limitations of comonotonic additive risk measures: a literature review
by: Santos, Samuel Solgon, et al.
Published: (2022)
by: Santos, Samuel Solgon, et al.
Published: (2022)
Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
by: Lauzier, Jean-Gabriel, et al.
Published: (2024)
by: Lauzier, Jean-Gabriel, et al.
Published: (2024)
On monotone completion of risk markets: Limit results for incomplete risk markets
by: Khajepour, Iman, et al.
Published: (2025)
by: Khajepour, Iman, et al.
Published: (2025)
Monotonic mean-deviation risk measures
by: Han, Xia, et al.
Published: (2023)
by: Han, Xia, et al.
Published: (2023)
Semi-parametric financial risk forecasting incorporating multiple realized measures
by: Peiris, Rangika, et al.
Published: (2024)
by: Peiris, Rangika, et al.
Published: (2024)
Lambda R{é}nyi entropic value-at-risk
by: Zou, Zhenfeng
Published: (2026)
by: Zou, Zhenfeng
Published: (2026)
Lambda Value-at-Risk under ambiguity and risk sharing
by: Liu, Peng, et al.
Published: (2025)
by: Liu, Peng, et al.
Published: (2025)
Proactive risk assessment and nursing risk management in chemotherapy drugs: FMECA methodology results
by: Gennaro Laus, et al.
Published: (2026)
by: Gennaro Laus, et al.
Published: (2026)
A stochastic correlation extension of the Vasicek credit risk model
by: Bansal, Dhruv, et al.
Published: (2026)
by: Bansal, Dhruv, et al.
Published: (2026)
A note on robust convex risk measures
by: Righi, Marcelo, et al.
Published: (2024)
by: Righi, Marcelo, et al.
Published: (2024)
Optimal design of reinsurance contracts with a continuum of risk assessments
by: Cheung, Ka Chun, et al.
Published: (2025)
by: Cheung, Ka Chun, et al.
Published: (2025)
Infinite-mean models in risk management: Discussions and recent advances
by: Chen, Yuyu, et al.
Published: (2024)
by: Chen, Yuyu, et al.
Published: (2024)
A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)
by: Storti, Giuseppe, et al.
Published: (2022)
Some general results on risk budgeting portfolios
by: Fassino, Claudia, et al.
Published: (2026)
by: Fassino, Claudia, et al.
Published: (2026)
Hedging market risk and uncertainty via a robust portfolio approach
by: Ravagnani, Adele, et al.
Published: (2026)
by: Ravagnani, Adele, et al.
Published: (2026)
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
by: Cui, Hengxin, et al.
Published: (2024)
by: Cui, Hengxin, et al.
Published: (2024)
Standard and stressed value at risk forecasting using dynamic Bayesian networks
by: Gross, Eden, et al.
Published: (2025)
by: Gross, Eden, et al.
Published: (2025)
Robust risk evaluation of joint life insurance under dependence uncertainty
by: Koike, Takaaki
Published: (2025)
by: Koike, Takaaki
Published: (2025)
Wishart conditional tail risk measures: An analytic approach
by: Da Fonseca, Jose, et al.
Published: (2026)
by: Da Fonseca, Jose, et al.
Published: (2026)
Not all sources of uncertainty are worth resolving: A value of information approach for uncertainty reduction in flood risk management
by: Juan Velandia, et al.
Published: (2024)
by: Juan Velandia, et al.
Published: (2024)
Similar Items
-
Global Balance and Systemic Risk in Financial Correlation Networks
by: Bartesaghi, Paolo, et al.
Published: (2024) -
Choquet rating criteria, risk measures, and risk consistency
by: Guo, Nan, et al.
Published: (2025) -
Counter-monotonic risk allocations and distortion risk measures
by: Ghossoub, Mario, et al.
Published: (2024) -
Submodular risk measures
by: Wang, Ruodu, et al.
Published: (2026) -
Cash non-additive risk measures: horizon risk and generalized entropy
by: Di Nunno, Giulia, et al.
Published: (2024)