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Risk‐Minimizing Reinsurance Protection For Multivariate Risks
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Risk‐Minimizing Reinsurance Protection For Multivariate Risks (2013)Risk‐Minimizing Reinsurance Protection Fo…Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures (2007)Optimal Retention for a Stop-…Law invariant risk measures have the Fatou property (2007)Law invariant risk measures h…Risk measures and comonotonicity (2006)Risk measures and comonotonic…Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Actuarial Theory for Dependen…Actuarial Theory for Dependent Risks (2005)Actuarial Theory for Dependen…Stochastic Finance (2004)Stochastic FinanceUNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE (2003)UNCERTAINTY AND THE WELFARE E…The concept of comonotonicity in actuarial science and finance: theory (2002)The concept of comonotonicity…Putting order in risk measures (2002)Putting order in risk measuresOn the coherence of expected shortfall (2002)On the coherence of expected …Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Coherent Risk Measures on General Probability Spaces (2002)Coherent Risk Measures on Gen…On law invariant coherent risk measures (2001)On law invariant coherent ris…Coherent Measures of Risk (1999)Coherent Measures of RiskMinimax Theorems (1953)Minimax TheoremsCores of convex games (1971)Modelling Extremal Events (1997)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Lectures on Stochastic Programming (2009)An Overview of Value at Risk (1997)Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2010)Robustness and sensitivity analysis of risk measurement procedures (2010)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Convex Duality in Constrained Portfolio Optimization (1992)Stochastic Finance: An Introduction in Discrete Time (2002)Theory and Applications of Robust Optimization (2011)Distributionally Robust Convex Optimization (2014)An Introduction to Copulas (1999)Optimization of conditional value-at-risk (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)PORTFOLIO SELECTION* (1952)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Log-Periodogram Regression of Time Series with Long Range Dependence (1995)Prediction, Learning, and Games (2006)Robust control and model misspecification (2006)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)The Theory of Incentives: The Principal-Agent Model (2001)Understanding and Mitigating Uncertainty in Online Exchange Relationships: A Principal–Agent Perspective1 (2007)Coherent multiperiod risk adjusted values and Bellman’s principle (2006)Quantitative Risk Management (2011)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2003UNCERTAINTY AND THE WELFARE ECONOMICS OF MEDICAL CARE4,128 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 1953Minimax Theorems831 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 2004Stochastic Finance701 cited
  • 2002Putting order in risk measures684 cited
  • 2001On law invariant coherent risk measures676 cited
  • 2002The concept of comonotonicity in actuarial science and finance: theory634 cited
  • 2005Actuarial Theory for Dependent Risks536 cited
  • 2005Actuarial Theory for Dependent Risks: Measures, Orders and Models498 cited
  • 2006Risk measures and comonotonicity311 cited
  • 2007Law invariant risk measures have the Fatou property292 cited
  • 2007Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures274 cited

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