Gao, Niushan; Munari, Cosimo; Xanthos, Foivos Stability properties of Haezendonck-Goovaerts premium principles. (English) Zbl 1452.91270 Insur. Math. Econ. 94, 94-99 (2020). MSC: 91G05 91G80 46E30 PDFBibTeX XMLCite \textit{N. Gao} et al., Insur. Math. Econ. 94, 94--99 (2020; Zbl 1452.91270) Full Text: DOI arXiv
Bérard, Jean; Juillet, Nicolas A coupling proof of convex ordering for compound distributions. (English) Zbl 1447.60048 Electron. Commun. Probab. 25, Paper No. 45, 9 p. (2020). MSC: 60E15 60G50 49Q22 46A55 60G42 PDFBibTeX XMLCite \textit{J. Bérard} and \textit{N. Juillet}, Electron. Commun. Probab. 25, Paper No. 45, 9 p. (2020; Zbl 1447.60048) Full Text: DOI arXiv Euclid
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela Time-consistency of risk measures: how strong is such a property? (English) Zbl 1426.91310 Decis. Econ. Finance 42, No. 1, 287-317 (2019). MSC: 91G70 46A20 PDFBibTeX XMLCite \textit{E. Mastrogiacomo} and \textit{E. Rosazza Gianin}, Decis. Econ. Finance 42, No. 1, 287--317 (2019; Zbl 1426.91310) Full Text: DOI
Wrobel, Andrew J. On separating the submajorization order into majorization and pointwise inequality. (English) Zbl 1439.46024 Arch. Math. 113, No. 5, 525-536 (2019). MSC: 46E30 47B99 60E15 15B51 91G70 46N10 PDFBibTeX XMLCite \textit{A. J. Wrobel}, Arch. Math. 113, No. 5, 525--536 (2019; Zbl 1439.46024) Full Text: DOI
Ahmadi-Javid, Amir; Pichler, Alois An analytical study of norms and Banach spaces induced by the entropic value-at-risk. (English) Zbl 1411.91632 Math. Financ. Econ. 11, No. 4, 527-550 (2017). MSC: 91G70 91G80 46E30 PDFBibTeX XMLCite \textit{A. Ahmadi-Javid} and \textit{A. Pichler}, Math. Financ. Econ. 11, No. 4, 527--550 (2017; Zbl 1411.91632) Full Text: DOI
Kromer, E.; Overbeck, L.; Zilch, K. Systemic risk measures on general measurable spaces. (English) Zbl 1371.91200 Math. Methods Oper. Res. 84, No. 2, 323-357 (2016). MSC: 91G99 90B10 46N10 PDFBibTeX XMLCite \textit{E. Kromer} et al., Math. Methods Oper. Res. 84, No. 2, 323--357 (2016; Zbl 1371.91200) Full Text: DOI
So, Kunio; Imai, Junichi Distributional bounds for portfolio risk with tail dependence. (English) Zbl 1331.91170 Methodol. Comput. Appl. Probab. 17, No. 3, 795-816 (2015). MSC: 91G10 46N30 62H05 91G70 PDFBibTeX XMLCite \textit{K. So} and \textit{J. Imai}, Methodol. Comput. Appl. Probab. 17, No. 3, 795--816 (2015; Zbl 1331.91170) Full Text: DOI
Bellini, Fabio; Rosazza Gianin, Emanuela Haezendonck-Goovaerts risk measures and Orlicz quantiles. (English) Zbl 1284.91205 Insur. Math. Econ. 51, No. 1, 107-114 (2012). MSC: 91B30 62P05 46E30 PDFBibTeX XMLCite \textit{F. Bellini} and \textit{E. Rosazza Gianin}, Insur. Math. Econ. 51, No. 1, 107--114 (2012; Zbl 1284.91205) Full Text: DOI
Ludkovski, Michael; Young, Virginia R. Optimal risk sharing under distorted probabilities. (English) Zbl 1255.91182 Math. Financ. Econ. 2, No. 2, 87-105 (2009). MSC: 91B30 91B32 62P05 46E30 PDFBibTeX XMLCite \textit{M. Ludkovski} and \textit{V. R. Young}, Math. Financ. Econ. 2, No. 2, 87--105 (2009; Zbl 1255.91182) Full Text: DOI arXiv
Song, Yongsheng; Yan, Jia-An Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. (English) Zbl 1231.91237 Insur. Math. Econ. 45, No. 3, 459-465 (2009). MSC: 91B30 46N10 60E05 60E15 PDFBibTeX XMLCite \textit{Y. Song} and \textit{J.-A. Yan}, Insur. Math. Econ. 45, No. 3, 459--465 (2009; Zbl 1231.91237) Full Text: DOI
Song, YongSheng; Yan, JiaAn An overview of representation theorems for static risk measures. (English) Zbl 1184.91114 Sci. China, Ser. A 52, No. 7, 1412-1422 (2009). MSC: 91B30 46N10 60E05 60E15 91-02 PDFBibTeX XMLCite \textit{Y. Song} and \textit{J. Yan}, Sci. China, Ser. A 52, No. 7, 1412--1422 (2009; Zbl 1184.91114) Full Text: DOI