Measurability of functionals and of ideal point forecasts-Reference-Cited by-同舟云学术

Measurability of functionals and of ideal point forecasts

Published:2022-01-01 Issue:2 Volume:16 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Fissler Tobias¹,Holzmann Hajo²

Affiliation:

1. Vienna University of Economics and Business (WU), Department of Finance, Accounting and Statistics, Welthandelsplatz 1, 1020 Vienna, Austria

2. Philipps-Universität Marburg, Fachbereich Mathematik und Informatik, Hans-Meerwein-Straße, 35043 Marburg, Germany

Publisher

Institute of Mathematical Statistics

Subject

Statistics and Probability,Statistics, Probability and Uncertainty

Reference50 articles.

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3. BELLINI, F. and BIGNOZZI, V. (2015). On elicitable risk measures. Quant. Finance 15 725–733.

4. BELLINI, F., BIGNOZZI, V. and PUCCETTI, G. (2018). Conditional expectiles, time consistency and mixture convexity properties. Insurance Math. Econom. 82 117–123.

5. BELLINI, F., KLAR, B., MÜLLER, A. and ROSAZZA GIANIN, E. (2014). Generalized quantiles as risk measures. Insurance Math. Econom. 54 41–48.

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