A note on natural risk statistics-Reference-Cited by-同舟云学术

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A note on natural risk statistics

Published:2008-11 Issue:6 Volume:36 Page:662-664
ISSN:0167-6377
Container-title:Operations Research Letters
language:en
Short-container-title:Operations Research Letters

Author:

Ahmed Shabbir,Filipović Damir,Svindland Gregor

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference3 articles.

1. Coherent measures of risk;Artzner;Mathematical Finance,1999

2. C.C. Heyde, S.G. Kou, X.H. Peng, What is a good external risk measure: Bridging the gaps between robustness, subadditivity, and insurance risk measures, 2007, preprint

3. Rockafellar: Convex Analysis;Tyrell,1997

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1. Complex Risk Statistics with Scenario Analysis;Complexity;2021-07-02

2. Regulator-Based Risk Statistics with Scenario Analysis;Mathematical Problems in Engineering;2021-03-31

3. Regulator-Based Risk Statistics for Portfolios;Discrete Dynamics in Nature and Society;2020-07-09

4. Multivariate convex risk statistics with scenario analysis;Communications in Statistics - Theory and Methods;2019-04-03

5. Systemic risk statistics with scenario analysis;Communications in Statistics - Theory and Methods;2019-01-31

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