Weighted universal Value-at-Risk Superadditivity for discrete distributions

Local Weak Limits for Equilibrium and Risk in Economic Networks

Hamed Amini, Zhecheng Wu

Resumo indisponível. Consulte o paper original.

Risk diversification for infinitely divisible distributions

Peng Liu, Tiantian Mao

Resumo indisponível. Consulte o paper original.

Risk Measures under Paired-Ambiguity: A Deep Learning Reflected BSDE Framework

Nacira Agram, Jan Rems, Emanuela Rosazza Gianin

Optimization of capital injections and absolutely continuous dividend payments in a diffusion model

Hélène Guérin , Dante Mata , Jean-François Renaud , Alexandre Roch

A Perron-Frobenius comonotonic approximation for sums of lognormals

Chunle Huang

Storage Options and Endogenous Commodity Prices in Continuous Time

Nader Karimi, Erfan Salavati, Hojatollah Adibi