619 Red Cedar Road
East Lansing, MI 48824
United States
Michigan State University - Department of Mathematics
SSRN RANKINGS
in Total Papers Citations
Value-at-Risk, Expected Shortfall, risk sharing, regulatory capital, robustness
Value-at-Risk, Expected Shortfall, risk sharing, regulatory capital, robustness, Arrow-Debreu equilibrium
Value-at-Risk, Conditional Value-at-Risk, distributional robust reinsurance, uncertainty, stop-loss
collective risk model, Value-at-Risk, Expected Shortfall, dependence uncertainty, asymptotic equivalence
Pareto optimality, optimal reinsurance, comonotonic-semilinearity, comonotonic-convexity, Tail-Value-at-Risk
Risk Sharing, Competitive Equilibrium, Belief Heterogeneity, Quantiles, Non-Convexity, Risk Measures
Value-at-Risk,distortion risk measure, preference robust, concavity[comma separated]
Value-at-Risk, distortion risk measure, preference robust, concavity
risk aggregation; distortion risk measures; convex risk measures; dependence uncertainty; diversification
Distortion Risk Measure, Heterogeneous Beliefs, Individual Rationality, Value-at-Risk, Tail-Value-at-Risk
