Browse
Publications
Preprints
About
About UCL Open: Env.
Aims and Scope
Editorial Board
Indexing
APCs
How to cite
Publishing policies
Editorial policy
Peer review policy
Equality, Diversity & Inclusion
About UCL Press
Contact us
For authors
Information for authors
How it works
Benefits of publishing with us
Submit
How to submit
Preparing your manuscript
Article types
Open Data
ORCID
APCs
Contributor agreement
For reviewers
Information for reviewers
Review process
How to peer review
Peer review policy
My ScienceOpen
Sign in
Register
Dashboard
Search
Browse
Publications
Preprints
About
About UCL Open: Env.
Aims and Scope
Editorial Board
Indexing
APCs
How to cite
Publishing policies
Editorial policy
Peer review policy
Equality, Diversity & Inclusion
About UCL Press
Contact us
For authors
Information for authors
How it works
Benefits of publishing with us
Submit
How to submit
Preparing your manuscript
Article types
Open Data
ORCID
APCs
Contributor agreement
For reviewers
Information for reviewers
Review process
How to peer review
Peer review policy
My ScienceOpen
Sign in
Register
Dashboard
Search
8
views
21
references
Top references
cited by
0
Cite as...
0 reviews
Review
0
comments
Comment
0
recommends
+1
Recommend
0
collections
Add to
0
shares
Share
Twitter
Sina Weibo
Facebook
Email
2,682
similar
All similar
Record
: found
Abstract
: not found
Book Chapter
: not found
Mathematical Risk Analysis
Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
other
Author(s):
Ludger Rüschendorf
Publication date
(Online):
August 30 2012
Publisher:
Springer Berlin Heidelberg
Read this book at
Publisher
Buy book
Review
Review book
Invite someone to review
Bookmark
Cite as...
There is no author summary for this book yet. Authors can add summaries to their books on ScienceOpen to make them more accessible to a non-specialist audience.
Related collections
IUCN Red List of Ecosystems
Most cited references
21
Record
: found
Abstract
: not found
Book
: not found
Conjugate Duality and Optimization
R. Rockafellar
(1974)
0
comments
Cited
71
times
– based on
0
reviews
Bookmark
Record
: found
Abstract
: not found
Article
: not found
Equilibrium in a Reinsurance Market
Karl Borch
(1962)
0
comments
Cited
59
times
– based on
0
reviews
Review now
Bookmark
Record
: found
Abstract
: not found
Article
: not found
Inf-convolution of risk measures and optimal risk transfer
Pauline Barrieu
,
Nicole El Karoui
(2005)
0
comments
Cited
36
times
– based on
0
reviews
Review now
Bookmark
All references
Author and book information
Book Chapter
Publication date (Print):
2013
Publication date (Online):
August 30 2012
Pages
: 265-303
DOI:
10.1007/978-3-642-33590-7_11
SO-VID:
32e713f8-6740-47ff-9dda-ebbabaaf8c17
History
Data availability:
Comments
Comment on this book
Sign in to comment
Book chapters
pp. 3
Copulas, Sklar’s Theorem, and Distributional Transform
pp. 35
Fréchet Classes, Risk Bounds, and Duality Theory
pp. 53
Convex Order, Excess of Loss, and Comonotonicity
pp. 71
Bounds for the Distribution Function and Value at Risk of the Joint Portfolio
pp. 91
Restrictions on the Dependence Structure
pp. 113
Dependence Orderings of Risk Vectors and Portfolios
pp. 141
Risk Measures for Real Risks
pp. 167
Risk Measures for Portfolio Vectors
pp. 189
Law Invariant Convex Risk Measures on \(L_{d}^{p}\) and Optimal Mass Transportation
pp. 227
Optimal Allocations and Pareto Equilibrium
pp. 265
Characterization and Examples of Optimal Risk Allocations for Convex Risk Functionals
pp. 305
Optimal Contingent Claims and (Re)insurance Contracts
pp. 325
Optimal Portfolio Diversification w.r.t. Extreme Risks
pp. 353
Ordering of Multivariate Risk Models with Respect to Extreme Portfolio Losses
Similar content
2,682
Who should measure air quality in modern cities? The example of decentralization of urban air quality monitoring in Krasnoyarsk (Siberia, Russia)
Authors:
Lev D. Labzovskii
,
Joshua Vande Hey
,
Aleksey A. Romanov
…
The challenges of Scheduling and Resource Allocation in IEEE 802.11ad/ay
Authors:
Salman Mohebi
,
Mattia Lecci
,
Andréa Zanella
…
The Influence of a Rival’s (In)fertility on Jealousy and the Allocation of Blame Following a Mate’s Infidelity
Authors:
Maryanne Fisher
,
Laura Robertson
,
Haley Dillon
See all similar