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Volumn 9, Issue 6, 2003, Pages 465-485

Convex Imprecise Previsions

Author keywords

[No Author keywords available]

Indexed keywords

PROBLEM SOLVING; RISK ASSESSMENT; THEOREM PROVING;

EID: 0142250448     PISSN: 13853139     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1025870204905     Document Type: Article
Times cited : (34)

References (15)
  • 1
    • 85011146255 scopus 로고    scopus 로고
    • Application of Coherent Risk Measures to Capital Requirements in Insurance
    • Artzner, P.: Application of Coherent Risk Measures to Capital Requirements in Insurance, North American Actuarial Journal 3 (1999), pp. 11-26.
    • (1999) North American Actuarial Journal , vol.3 , pp. 11-26
    • Artzner, P.1
  • 3
    • 0141822085 scopus 로고    scopus 로고
    • Coherent Risk Measures on General Probability Spaces
    • Sandmann, K. and Schönbucher, P. J. (eds), Springer-Verlag
    • Delbaen, F.: Coherent Risk Measures on General Probability Spaces, in: Sandmann, K. and Schönbucher, P. J. (eds), Advances in Finance and Stochastics, Springer-Verlag, 2002, pp. 1-37.
    • (2002) Advances in Finance and Stochastics , pp. 1-37
    • Delbaen, F.1
  • 5
    • 0038551367 scopus 로고    scopus 로고
    • Convex Measures of Risk and Trading Constraints
    • Föllmer, H. and Schied, A.: Convex Measures of Risk and Trading Constraints, Finance and Stochastics 6 (2002), pp. 429-447.
    • (2002) Finance and Stochastics , vol.6 , pp. 429-447
    • Föllmer, H.1    Schied, A.2
  • 6
    • 0142171471 scopus 로고    scopus 로고
    • Robust Preferences and Convex Measures of Risk
    • Sandmann, K. and Schönbucher, P. J. (eds), Springer-Verlag
    • Föllmer, H. and Schied, A.: Robust Preferences and Convex Measures of Risk, in: Sandmann, K. and Schönbucher, P. J. (eds), Advances in Finance and Stochastics, Springer-Verlag, 2002, pp. 39-56.
    • (2002) Advances in Finance and Stochastics , pp. 39-56
    • Föllmer, H.1    Schied, A.2
  • 8
    • 0142140757 scopus 로고    scopus 로고
    • Coherent Risk Measures and Good-Deal Bounds
    • Jaschke, S. and Küchler, U.: Coherent Risk Measures and Good-Deal Bounds, Finance and Stochastics 5 (2001), pp. 181-200.
    • (2001) Finance and Stochastics , vol.5 , pp. 181-200
    • Jaschke, S.1    Küchler, U.2
  • 9
    • 23044531849 scopus 로고    scopus 로고
    • Exact Functional and Their Core
    • Maaß, S.: Exact Functional and Their Core, Statistical Papers 43 (2002), pp. 75-93.
    • (2002) Statistical Papers , vol.43 , pp. 75-93
    • Maaß, S.1
  • 10
    • 0142140759 scopus 로고    scopus 로고
    • Coherent Risk Measures and Imprecise Previsions
    • Ithaca, NY
    • Pelessoni, R. and Vicig, P.: Coherent Risk Measures and Imprecise Previsions, in: Proc. ISIPTA'O1, Ithaca, NY, 2001, pp. 307-315.
    • (2001) Proc. ISIPTA'O1 , pp. 307-315
    • Pelessoni, R.1    Vicig, P.2
  • 12
    • 0142140758 scopus 로고    scopus 로고
    • Pricing and Hedging in Incomplete Markets: Fundamental Theorems and Robust Utility Maximization
    • Dept. of ORIE, Cornell University
    • Staum, J.: Pricing and Hedging in Incomplete Markets: Fundamental Theorems and Robust Utility Maximization, Tech. Rep. 1351, Dept. of ORIE, Cornell University, 2002.
    • (2002) Tech. Rep. , vol.1351
    • Staum, J.1
  • 13
    • 2642530661 scopus 로고    scopus 로고
    • Lower Previsions for Unbounded Random Variables
    • Grzegorzewski, P., Hryniewicz, O., and Gil, M. Á. (eds), Advances in Soft Computing, Physica-Verlag, New York
    • Troffaes, M. C. M. and de Cooman, G.: Lower Previsions for Unbounded Random Variables, in: Grzegorzewski, P., Hryniewicz, O., and Gil, M. Á. (eds), Soft Methods in Probability, Statistics and Data Analysis, Advances in Soft Computing, Physica-Verlag, New York, 2002, pp. 146-155.
    • (2002) Soft Methods in Probability, Statistics and Data Analysis , pp. 146-155
    • Troffaes, M.C.M.1    De Cooman, G.2
  • 14
    • 0030146168 scopus 로고    scopus 로고
    • Measures of Uncertainty in Expert Systems
    • Walley, P.: Measures of Uncertainty in Expert Systems, Artificial Intelligence 83 (1996), pp. 1-58.
    • (1996) Artificial Intelligence , vol.83 , pp. 1-58
    • Walley, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.