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Risk measures and nonlinear expectations
Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391
Persistent link: https://www.econbiz.de/10010239533
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Innovative Techniken und Algorithmen im Bereich Computational-Finance und Risikomanagement
Liang, Qian - 2012
Persistent link: https://www.econbiz.de/10009728925
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On the discrete-time compound renewal risk model with dependence
Marceau, Etienne - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 245-259
Persistent link: https://www.econbiz.de/10009517640
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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 1998
Persistent link: https://www.econbiz.de/10008729669
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Theory of stochastic processes : with applications to financial mathematics and risk theory
Gusak, Dmitrij V. (contributor); Gusak, Dmytro (contributor) - 2010
Persistent link: https://www.econbiz.de/10003747558
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Risk and asset allocation
Meucci, Attilio - 2007 - Corrected 3rd printing
Persistent link: https://www.econbiz.de/10003722675
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A remark on law invariant convex risk measures
Kusuoka, Shigeo - In: Advances in mathematical economics 10 (2007), pp. 91-100
Persistent link: https://www.econbiz.de/10003538252
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Law invariant convex risk measures
Frittelli, Marco; Rosazza Gianin, Emanuela - In: Advances in mathematical economics 7 (2005), pp. 33-46
Persistent link: https://www.econbiz.de/10002904244
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran - 2008
Persistent link: https://www.econbiz.de/10003751715