✦ LIBER ✦

Generalized quantiles as risk measures

✍ Scribed by Bellini, Fabio; Klar, Bernhard; Müller, Alfred; Rosazza Gianin, Emanuela

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Haezendonck–Goovaerts risk measures and

✍ Fabio Bellini; Emanuela Rosazza Gianin 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 264 KB

Remarks on quantiles and distortion risk

✍ Jan Dhaene, Alexander Kukush, Daniël Linders, Qihe Tang 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 287 KB

Optimal risk transfer under quantile-bas

✍ Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 457 KB

On the generalized risk measures

✍ Ai-li Zhang, Wen-yuan Wang, Yi-jun Hu 📂 Article 📅 2012 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 153 KB

Are quantile risk measures suitable for

✍ Manuel Guerra; M.L. Centeno 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 367 KB

Quantile Portfolio Optimization Under Ri

✍ Cahuich, Luis D.; HernÃ¡ndez-HernÃ¡ndez, Daniel 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 757 KB