TVaR Risk Measure - Articles - Scientific Research Publishing

Pareto-Optimal Reinsurance Based on TVaR Premium Principle and Vajda Condition (Articles)

Fengzhu Chang, Ying Fang

Open Journal of Applied Sciences Vol.13 No.10, October 18, 2023

DOI: 10.4236/ojapps.2023.1310131 208 Downloads 867 Views Citations
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures (Articles)

Yuxia Huang, Chuancun Yin

Journal of Mathematical Finance Vol.9 No.1, January 17, 2019

DOI: 10.4236/jmf.2019.91002 1,225 Downloads 2,512 Views Citations
Pareto-Optimal Reinsurance Policies under TrTVaR Risk Measure (Articles)

Yadong Li, Ying Fang

Journal of Financial Risk Management Vol.10 No.3, August 30, 2021

DOI: 10.4236/jfrm.2021.103015 399 Downloads 1,434 Views Citations
Deviation Measures on Banach Spaces and Applications (Articles)

Christos E. Kountzakis

Journal of Financial Risk Management Vol.2 No.1, March 28, 2013

DOI: 10.4236/jfrm.2013.21003 4,521 Downloads 8,818 Views Citations
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,619 Downloads 3,102 Views Citations
Gauging Risk Stability: A Simple Test Using Patterns of Workers’ Compensation Claims (Articles)

Richard J. Butler, B. Delworth Gardner, Harold H. Gardner

Journal of Financial Risk Management Vol.1 No.3, September 28, 2012

DOI: 10.4236/jfrm.2012.13005 4,214 Downloads 8,573 Views Citations
On Quantum Risk Modelling (Articles)

Christos E. Kountzakis, Maria P. Koutsouraki

Journal of Mathematical Finance Vol.6 No.1, February 17, 2016

DOI: 10.4236/jmf.2016.61005 4,617 Downloads 6,148 Views Citations
General Markowitz Optimization Problems (Articles)

George Stoica

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A281 7,085 Downloads 10,143 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Partial Hedging Using Malliavin Calculus (Articles)

Lan Ma Nygren, Peter Lakner

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23023 4,428 Downloads 8,291 Views Citations
Introduction and Some Recent Advances in Lp Quantile Regression (Articles)

Ying Sun, Fuming Lin

Journal of Applied Mathematics and Physics Vol.12 No.11, November 22, 2024

DOI: 10.4236/jamp.2024.1211230 159 Downloads 973 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4, December 27, 2024

DOI: 10.4236/jfrm.2024.134036 120 Downloads 675 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5, November 19, 2014

DOI: 10.4236/jmf.2014.45029 5,048 Downloads 6,919 Views Citations
A New Class of Time-Consistent Dynamic Risk Measures and its Application (Articles)

Rui Gao, Zhiping Chen

Technology and Investment Vol.4 No.1B, January 17, 2013

DOI: 10.4236/ti.2013.41B008 5,331 Downloads 7,431 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4, November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,684 Downloads 6,163 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,652 Downloads 5,383 Views Citations
The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance (Articles)

Juan He, Jian Wang, Xianglin Jiang

Journal of Mathematical Finance Vol.6 No.1, February 26, 2016

DOI: 10.4236/jmf.2016.61014 4,570 Downloads 6,685 Views Citations
Bootstrapping the Expected Shortfall (Articles)

Shuxia Sun, Fuxia Cheng

Theoretical Economics Letters Vol.8 No.4, March 7, 2018

DOI: 10.4236/tel.2018.84046 1,110 Downloads 2,721 Views Citations
This article belongs to the Special Issue on Economic Growth
Risk Measure Contextuality by Quantum Weak Value in Quantum Decision Theory (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.16 No.2, April 30, 2026

DOI: 10.4236/jmf.2026.162006 35 Downloads 218 Views Citations
Risk Measures and Nonlinear Expectations (Articles)

Zengjing Chen, Kun He, Reg Kulperger

Journal of Mathematical Finance Vol.3 No.3, August 22, 2013

DOI: 10.4236/jmf.2013.33039 4,652 Downloads 8,136 Views Citations
World Trade Logics and Measure of Global Inequality: Regional Pattern and Globalization Evolution between 2003-2012 (Articles)

Bruno G. Rüttimann

Open Journal of Applied Sciences Vol.4 No.4, March 27, 2014

DOI: 10.4236/ojapps.2014.44019 6,695 Downloads 9,846 Views Citations

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