Narrow search
Showing 1 - 3 of 3
Cover Image
Robustness in the optimization of risk measures
Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Cover Image
Quantile-based risk sharing
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu - In: Operations research 66 (2018) 4, pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Cover Image
Star-shaped risk measures
Castagnoli, Erio; Cattelan, Giacomo; Maccheroni, Fabio; … - In: Operations research 70 (2022) 5, pp. 2637-2654
Persistent link: https://www.econbiz.de/10014306966