Matches in SemOpenAlex for { <https://semopenalex.org/work/W2970847259> ?p ?o ?g. }
Showing items 1 to 99 of
99
with 100 items per page.
- W2970847259 endingPage "446" @default.
- W2970847259 startingPage "438" @default.
- W2970847259 abstract "• We define dynamic Orlicz premia and dynamic Haezendonck–Goovaerts risk measures. • We discuss their main properties. • We characterize time-consistent dynamic Orlicz premia. • We extend the analysis to robust cases, with ambiguity on the true model. In this paper we extend to a dynamic setting the robust Orlicz premia and Haezendonck–Goovaerts risk measures introduced in Bellini, Laeven and Rosazza Gianin (2018). We extensively analyze the properties of the resulting dynamic risk measures. Furthermore, we characterize dynamic Orlicz premia that are time-consistent, and establish some relations between the time-consistency properties of dynamic robust Orlicz premia and the corresponding dynamic robust Haezendonck–Goovaerts risk measures." @default.
- W2970847259 created "2019-09-05" @default.
- W2970847259 creator A5018916675 @default.
- W2970847259 creator A5026689621 @default.
- W2970847259 creator A5041128332 @default.
- W2970847259 date "2021-06-01" @default.
- W2970847259 modified "2023-10-12" @default.
- W2970847259 title "Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures" @default.
- W2970847259 cites W1130558516 @default.
- W2970847259 cites W1647779468 @default.
- W2970847259 cites W1888226104 @default.
- W2970847259 cites W1969897341 @default.
- W2970847259 cites W1982403027 @default.
- W2970847259 cites W1994823764 @default.
- W2970847259 cites W1995117598 @default.
- W2970847259 cites W1998687204 @default.
- W2970847259 cites W2016645392 @default.
- W2970847259 cites W2023958886 @default.
- W2970847259 cites W2027873584 @default.
- W2970847259 cites W2028548809 @default.
- W2970847259 cites W2030405249 @default.
- W2970847259 cites W2046396733 @default.
- W2970847259 cites W2057609912 @default.
- W2970847259 cites W2067477904 @default.
- W2970847259 cites W2110385620 @default.
- W2970847259 cites W2117918035 @default.
- W2970847259 cites W2118821424 @default.
- W2970847259 cites W2118940214 @default.
- W2970847259 cites W2125377415 @default.
- W2970847259 cites W2129711311 @default.
- W2970847259 cites W2131005333 @default.
- W2970847259 cites W2136862484 @default.
- W2970847259 cites W2138765659 @default.
- W2970847259 cites W2142826673 @default.
- W2970847259 cites W2154738336 @default.
- W2970847259 cites W2158732749 @default.
- W2970847259 cites W2337403985 @default.
- W2970847259 cites W3103651809 @default.
- W2970847259 cites W3121965462 @default.
- W2970847259 cites W3122851459 @default.
- W2970847259 cites W3125094392 @default.
- W2970847259 cites W3125145310 @default.
- W2970847259 cites W2887700766 @default.
- W2970847259 doi "https://doi.org/10.1016/j.ejor.2019.08.049" @default.
- W2970847259 hasPublicationYear "2021" @default.
- W2970847259 type Work @default.
- W2970847259 sameAs 2970847259 @default.
- W2970847259 citedByCount "6" @default.
- W2970847259 countsByYear W29708472592020 @default.
- W2970847259 countsByYear W29708472592022 @default.
- W2970847259 countsByYear W29708472592023 @default.
- W2970847259 crossrefType "journal-article" @default.
- W2970847259 hasAuthorship W2970847259A5018916675 @default.
- W2970847259 hasAuthorship W2970847259A5026689621 @default.
- W2970847259 hasAuthorship W2970847259A5041128332 @default.
- W2970847259 hasConcept C106159729 @default.
- W2970847259 hasConcept C11534374 @default.
- W2970847259 hasConcept C149782125 @default.
- W2970847259 hasConcept C151541453 @default.
- W2970847259 hasConcept C162324750 @default.
- W2970847259 hasConcept C199360897 @default.
- W2970847259 hasConcept C2524010 @default.
- W2970847259 hasConcept C2776436953 @default.
- W2970847259 hasConcept C2780522230 @default.
- W2970847259 hasConcept C33923547 @default.
- W2970847259 hasConcept C41008148 @default.
- W2970847259 hasConceptScore W2970847259C106159729 @default.
- W2970847259 hasConceptScore W2970847259C11534374 @default.
- W2970847259 hasConceptScore W2970847259C149782125 @default.
- W2970847259 hasConceptScore W2970847259C151541453 @default.
- W2970847259 hasConceptScore W2970847259C162324750 @default.
- W2970847259 hasConceptScore W2970847259C199360897 @default.
- W2970847259 hasConceptScore W2970847259C2524010 @default.
- W2970847259 hasConceptScore W2970847259C2776436953 @default.
- W2970847259 hasConceptScore W2970847259C2780522230 @default.
- W2970847259 hasConceptScore W2970847259C33923547 @default.
- W2970847259 hasConceptScore W2970847259C41008148 @default.
- W2970847259 hasFunder F4320321800 @default.
- W2970847259 hasIssue "2" @default.
- W2970847259 hasLocation W29708472591 @default.
- W2970847259 hasOpenAccess W2970847259 @default.
- W2970847259 hasPrimaryLocation W29708472591 @default.
- W2970847259 hasRelatedWork W1963384469 @default.
- W2970847259 hasRelatedWork W1985221022 @default.
- W2970847259 hasRelatedWork W2013258735 @default.
- W2970847259 hasRelatedWork W2020901658 @default.
- W2970847259 hasRelatedWork W2164153306 @default.
- W2970847259 hasRelatedWork W2260316149 @default.
- W2970847259 hasRelatedWork W2347673410 @default.
- W2970847259 hasRelatedWork W2350879319 @default.
- W2970847259 hasRelatedWork W2899084033 @default.
- W2970847259 hasRelatedWork W3023450466 @default.
- W2970847259 hasVolume "291" @default.
- W2970847259 isParatext "false" @default.
- W2970847259 isRetracted "false" @default.
- W2970847259 magId "2970847259" @default.
- W2970847259 workType "article" @default.