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~isPartOf:"Mathematics and financial economics"
~person:"Pichler, Alois"
~person:"Rosazza Gianin, Emanuela"
~subject:"Messung"
~subject:"Statistical distribution"
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Messung
Statistical distribution
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Risk measure
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Theorie
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5
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Convex risk measures
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Pichler, Alois
Rosazza Gianin, Emanuela
Assa, Hirbod
2
Koch Medina, Pablo
2
Munari, Cosimo-Andrea
2
Rudloff, Birgit
2
Anderson, W.
1
Ararat, Çağın
1
Arduca, Maria
1
Backhoff-Veraguas, Julio
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1
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Bellini, Fabio
1
Canna, Gabriele
1
Centrone, Francesca
1
Chen, Yanhong
1
Eberlein, Ernst
1
Farkas, Walter
1
Frittelli, Marco
1
Hamel, Andreas
1
Hamm, A.-M.
1
Heyde, Frank
1
Hoffmann, Hannes
1
Hu, Yijun
1
Knispel, Thomas
1
Kumar, Arun
1
Laeven, Roger J. A.
1
Leonenko, Nikolaj
1
Liese, M.
1
Madan, Dilip B.
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Maggis, Marco
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Mastrogiacomo, Elisa
1
Meyer-Brandis, Thilo
1
Pistorius, Martijn
1
Svindland, Gregor
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Tangpi, Ludovic
1
Weber, Stefan
1
Yor, Marc
1
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Mathematics and financial economics
Insurance / Mathematics & economics
4
European journal of operational research : EJOR
3
Mathematics of operations research
3
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of theoretical and applied finance
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Journal of banking & finance
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ECONIS (ZBW)
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Fractional risk process in insurance
Kumar, Arun
;
Leonenko, Nikolaj
;
Pichler, Alois
- In:
Mathematics and financial economics
14
(
2020
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
Saved in:
2
Capital allocation rules and acceptance sets
Canna, Gabriele
;
Centrone, Francesca
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 759-781
Persistent link: https://www.econbiz.de/10012321876
Saved in:
3
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
4
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
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