scholarly journals A new view on risk measures associated with acceptance sets

2021 ◽  
Vol 3 (3) ◽  
Keyword(s):  
Risk Measures ◽  
Acceptance Sets ◽  
New View

General Acceptance Sets, Risk Measures and Optimal Capital Injections

2011 ◽  
Author(s):  
Walter Farkas ◽  
Pablo Koch Medina ◽  
Cosimo-Andrea Munari
Keyword(s):  
Risk Measures ◽  
General Acceptance ◽  
Optimal Capital ◽  
Capital Injections ◽  
Acceptance Sets

scholarly journals A unified approach to systemic risk measures via acceptance sets

2018 ◽  
Vol 29 (1) ◽  
pp. 329-367 ◽  
Author(s):  
Francesca Biagini ◽  
Jean-Pierre Fouque ◽  
Marco Frittelli ◽  
Thilo Meyer-Brandis
Keyword(s):  
Systemic Risk ◽  
Risk Measures ◽  
Unified Approach ◽  
Acceptance Sets

scholarly journals Surplus-Invariant Risk Measures

2020 ◽  
Vol 45 (4) ◽  
pp. 1342-1370 ◽  
Author(s):  
Niushan Gao ◽  
Cosimo Munari
Keyword(s):  
Systematic Study ◽  
Risk Measures ◽  
Orlicz Spaces ◽  
Capital Requirements ◽  
Vector Lattices ◽  
Dual Representations ◽  
Robust Model ◽  
Model Spaces ◽  
Acceptance Sets ◽  
Lattice Approach

This paper presents a systematic study of the notion of surplus invariance, which plays a natural and important role in the theory of risk measures and capital requirements. So far, this notion has been investigated in the setting of some special spaces of random variables. In this paper, we develop a theory of surplus invariance in its natural framework, namely, that of vector lattices. Besides providing a unifying perspective on the existing literature, we establish a variety of new results including dual representations and extensions of surplus-invariant risk measures and structural results for surplus-invariant acceptance sets. We illustrate the power of the lattice approach by specifying our results to model spaces with a dominating probability, including Orlicz spaces, as well as to robust model spaces without a dominating probability, where the standard topological techniques and exhaustion arguments cannot be applied.

Review of Addiction, Change, and Choice: A New View of Alcoholism.

1995 ◽  
Vol 40 (4) ◽  
pp. 384-385
Author(s):  
Terri Gullickson
Keyword(s):  
New View

A New View of Auditory Perception

1991 ◽  
Vol 36 (10) ◽  
pp. 839-840
Author(s):  
William A. Yost
Keyword(s):  
Auditory Perception ◽  
New View

President's Column: A new view of the CE landscape

2000 ◽  
Author(s):  
Patrick DeLeon ◽  
Keyword(s):  
New View
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