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Risk and Stochastics
Latest Publications
TOTAL DOCUMENTS
12
(FIVE YEARS 12)
H-INDEX
1
(FIVE YEARS 1)
Published By WORLD SCIENTIFIC (EUROPE)
9781786341945, 9781786341952
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Remark on the Paper “Entropic Value-at-Risk: A New Coherent Risk Measure” by Amir Ahmadi-Javid, J. Optim. Theory Appl., 155(3) (2001) 1105–1123
Risk and Stochastics
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10.1142/9781786341952_0009
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2019
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pp. 151-158
Author(s):
Freddy Delbaen
Keyword(s):
At Risk
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Value At Risk
◽
Risk Measure
◽
Coherent Risk Measure
◽
Coherent Risk
◽
Optim Theory
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On a Theory that Supports Stable Pensions
Risk and Stochastics
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10.1142/9781786341952_0006
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2019
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pp. 69-97
Author(s):
Knut K. Aase
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Enlargement of Filtration in Discrete Time
Risk and Stochastics
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10.1142/9781786341952_0007
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2019
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pp. 99-126
Author(s):
C. Blanchet-Scalliet
◽
M. Jeanblanc
◽
R. Romo Romero
Keyword(s):
Discrete Time
◽
Enlargement Of Filtration
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FRONT MATTER
Risk and Stochastics
◽
10.1142/9781786341952_fmatter
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2019
◽
pp. i-xxxvii
Author(s):
Pauline Barrieu
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Consistency Properties of Systemic Risk Measures
Risk and Stochastics
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10.1142/9781786341952_0004
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2019
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pp. 23-42
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Cited By ~ 1
Author(s):
Hans Föllmer
Keyword(s):
Systemic Risk
◽
Risk Measures
◽
Consistency Properties
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Orthonormal Polynomial Expansions and Lognormal Sum Densities
Risk and Stochastics
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10.1142/9781786341952_0008
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2019
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pp. 127-150
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Cited By ~ 3
Author(s):
Søren Asmussen
◽
Pierre-Olivier Goffard
◽
Patrick J. Laub
Keyword(s):
Orthonormal Polynomial
◽
Polynomial Expansions
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Maybe You Chose the Wrong Niche in Life, Norberg Ragnar
Risk and Stochastics
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10.1142/9781786341952_0002
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2019
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pp. liii-cxxxvii
Author(s):
Ragnar Norberg
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The Pedestrian’s Guide to Local Time
Risk and Stochastics
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10.1142/9781786341952_0005
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2019
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pp. 43-67
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Cited By ~ 1
Author(s):
Tomas Björk
Keyword(s):
Local Time
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BACK MATTER
Risk and Stochastics
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10.1142/9781786341952_bmatter
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2019
◽
pp. 173-180
Author(s):
Pauline Barrieu
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Dividend Payment with Ruin Constraint
Risk and Stochastics
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10.1142/9781786341952_0003
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2019
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pp. 1-22
Author(s):
Christian Hipp
Keyword(s):
Dividend Payment
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