SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Mathematical Risk Analysis
0 references·16 citing·43 second hopsampled
Mathematical Risk Analysis (2013)Mathematical Risk AnalysisCross-Subject Emotion Recognition Based on Domain Similarity of EEG Signal Transfer Learning (2023)Cross-Subject Emotion Recogni…Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination (2021)Assessing Algorithmic Fairnes…A Theory for Measures of Tail Risk (2021)A Theory for Measures of Tail…DISTORTION RISKMETRICS ON GENERAL SPACES (2020)DISTORTION RISKMETRICS ON GEN…Copula modeling for discrete random vectors (2020)Copula modeling for discrete …An Axiomatic Foundation for the Expected Shortfall (2019)An Axiomatic Foundation for t…Quantile-Based Risk Sharing (2018)Quantile-Based Risk SharingQuantile-based risk sharing with heterogeneous beliefs (2018)Quantile-based risk sharing w…Characterization, Robustness and Aggregation of Signed Choquet Integrals (2018)Characterization, Robustness …Asymptotic behavior of the empirical multilinear copula process under broad conditions (2017)Asymptotic behavior of the em…Joint Mixability (2016)Joint MixabilityGini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks (2016)Gini-Type Measures of Risk an…Value‐at‐Risk Bounds With Variance Constraints (2015)Value‐at‐Risk Bounds With Var…Seven Proofs for the Subadditivity of Expected Shortfall (2015)Seven Proofs for the Subaddit…Statistics and Quantitative Risk Management for Banking and Insurance (2014)Statistics and Quantitative R…An Academic Response to Basel 3.5 (2014)An Academic Response to Basel…Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)Coherent Measures of Risk (1999)What Can (Macro-) Prudential Policy do to Support Monetary Policy? (2007)Risk management with expectiles (2015)Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution (2017)Risk, Uncertainty and Profit (1921)An Introduction to Copulas (1999)Generalized Quantiles as Risk Measures (2013)The Axiomatic Approach to Risk Measures for Capital Determination (2015)Extreme M-quantiles as risk measures: From $L^{1}$ to $L^{p}$ optimization (2018)Portfolio Selection: Efficient Diversification of Investments. (1962)The Dual Theory of Choice under Risk (1987)A simulation comparison of risk measures for portfolio optimization (2017)A comparative anatomy of credit risk models (2000)The concept of comonotonicity in actuarial science and finance: theory (2002)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)A new approach to assessing model risk in high dimensions (2015)A theory of anticipated utility (1982)Conditional value-at-risk for general loss distributions (2002)Scenario-Based Risk Evaluation (2018)Star-Shaped Risk Measures (2022)Volatility forecasting and assessing risk of financial markets using multi-transformer neural network based architecture (2024)Existence of an Equilibrium for a Competitive Economy (1954)Maxmin expected utility with non-unique prior (1989)Insurance with multiple insurers: A game-theoretic approach (2017)Regression-Based Expected Shortfall Backtesting (2020)PORTFOLIO SELECTION* (1952)A composition between risk and deviation measures (2018)Bayes Risk, Elicitability, and the Expected Shortfall (2020)International encyclopedia of the social & behavioral sciences (2006)Fair Prediction with Disparate Impact: A Study of Bias in Recidivism Prediction Instruments (2017)Ensuring Fairness in Machine Learning to Advance Health Equity (2018)A brief review on algorithmic fairness (2022)Socially relevant and inclusive operations management (2022)Artificial Intelligence, Trust, and Perceptions of Agency (2024)Stochastic Finance (2011)Model uncertainty and VaR aggregation (2013)Risk bounds for factor models (2017)Worst-Case Range Value-at-Risk with Partial Information (2017)Possibilistic compositions and state functions: application to the order promising process for perishables (2019)From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures (2023)Enhancing portfolio management using artificial intelligence: literature review (2024)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

No references inside the corpus for this window.

Cited by

  • 2014An Academic Response to Basel 3.5236 cited
  • 2018Quantile-Based Risk Sharing152 cited
  • 2019An Axiomatic Foundation for the Expected Shortfall118 cited
  • 2016Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks109 cited
  • 2015Value‐at‐Risk Bounds With Variance Constraints102 cited
  • 2021Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination93 cited
  • 2018Characterization, Robustness and Aggregation of Signed Choquet Integrals75 cited
  • 2016Joint Mixability71 cited
  • 2021A Theory for Measures of Tail Risk70 cited
  • 2014Statistics and Quantitative Risk Management for Banking and Insurance66 cited
  • 2017Asymptotic behavior of the empirical multilinear copula process under broad conditions62 cited
  • 2023Cross-Subject Emotion Recognition Based on Domain Similarity of EEG Signal Transfer Learning60 cited
  • 2018Quantile-based risk sharing with heterogeneous beliefs53 cited
  • 2020DISTORTION RISKMETRICS ON GENERAL SPACES50 cited
  • 2020Copula modeling for discrete random vectors

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

48 cited
  • 2015Seven Proofs for the Subadditivity of Expected Shortfall47 cited