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Risk measure
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#	Item
11	Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time∗ Patrick Cheridito† Michael Kupper‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2013-09-09 16:09:56 Mathematical analysis Financial risk Mathematical finance Analysis Measure theory Time consistency Dynamic risk measure Expected value Essential supremum and essential infimum
12	A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:25:48 Mathematical finance Economy Finance Money Arbitrage Risk-neutral measure BlackScholes model Actuarial science Futures contract Derivative Forward contract Rational pricing
13	Worst-case Conditional Value-at-Risk Minimization for Hazardous Materials Transportation Iakovos Toumazis and Changhyun Kwon Department of Industrial and Systems Engineering, University at Buffalo, SUNY iakovost@buffalo. Add to Reading List Source URL: toumiak.com Language: English - Date: 2015-12-23 01:55:23 Financial risk Actuarial science Mathematical finance Applied mathematics Economy Finance Value at risk Expected shortfall Coherent risk measure Shortest path problem Risk Route assignment
14	Universitaet_Zuerich_Logo Add to Reading List Source URL: www.collegium.ethz.ch Language: English - Date: 2015-09-15 05:59:45 Financial risk Actuarial science Mathematical finance Applied mathematics Risk measure Zurich Risk Knowledge Microeconomics
15	Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Iakovos Toumazisa , Changhyun Kwona,1 a Department of Industrial and Systems Engineering Add to Reading List Source URL: toumiak.com Language: English - Date: 2014-05-21 14:13:54 Financial risk Actuarial science Economy Mathematical finance Applied mathematics Finance Value at risk Shortest path problem Risk Expected shortfall Coherent risk measure
16	MedInsight GlobalRVUs MedInsight® GlobalRVUs is a unique software tool designed to help health plans, ACOs, and other at-risk organizations measure provider efficiency and unit price. GlobalRVUs assigns relative value u Add to Reading List Source URL: www.medinsight.milliman.com Language: English - Date: 2016-03-30 11:31:47 Health economics Healthcare reform in the United States Health Health in the United States Relative value unit Resource-based relative value scale Medicare Specialty Society Relative Value Scale Update Committee Bundled payment Case mix Economics Health care prices in the United States
17	Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences Patrick Cheridito∗ Samuel Drapeau† Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2012-01-31 09:47:10 Measure theory Support
18	Modeling Defaultable Securities with Recovery Risk Lot… Karoui Desautels Faculty of Management, McGill University First draft: MarchThis version: JanuaryAbstract Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-28 03:25:40 Mathematical finance Money Finance Applied mathematics Interest rates Credit default swap Systemic risk United States housing bubble Derivative Laplace transform Risk-free interest rate Risk-neutral measure
19	Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:44:49 Martingale theory Stochastic processes Mathematical finance Finance Money Economy No free lunch with vanishing risk Risk-neutral measure Local martingale Yield curve Futures contract Semimartingale
20	Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:18 Mathematical finance Economy Finance Money BlackScholes model Risk-neutral measure Forward contract Forward price Futures contract Numraire Forward measure

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