VaR and ES Holy Triangle How Superadditive Can It Be?

Source URL: sas.uwaterloo.ca

• Financial risk
• Actuarial science
• Mathematical finance
• Economy
• Applied mathematics
• Finance
• Value at risk
• Expected shortfall
• Variance
• Superadditivity
• Risk measure
• Coherent risk measure

General Convex Order on Risk Aggregation Edgars Jakobsons∗, Xiaoying Han† and Ruodu Wang‡ January 19, 2015 Abstract Using a general notion of convex order, we derive general lower bounds for risk measures of aggreg

Source URL: sas.uwaterloo.ca

• Mathematical analysis
• Actuarial science
• Financial risk
• Analysis
• Economy
• Coherent risk measure
• Convex function
• Risk aversion
• Risk
• Comonotonicity
• Distribution

Elicitable distortion risk measures: a concise proof Ruodu Wang∗ and Johanna F. Ziegel† February 4, 2015 Abstract Elicitability has recently been discussed as a desirable property for risk

Source URL: sas.uwaterloo.ca

• Mathematical analysis
• Mathematics
• Spectral theory
• Actuarial science
• Coherent risk measure
• Financial risk
• Mathematical finance
• RadonNikodym theorem
• Distribution
• Spectral theory of ordinary differential equations
• Decomposition of spectrum

Legislative Referendum 123 Is Unfair and Irresponsible July 2012 Legislative Referendum 123 (LR 123) is a fiscally irresponsible ballot measure that would put our schools, health care, and public safety at risk in order

Source URL: www.montanabudget.org

Updates from last version: * Replaced screenshot with up-to-date version * Clarified language describing readmission measure to indicate 30 days from discharge Assessing surgeon-level risk of patient harm

Source URL: static.propublica.org

Consensiv Controls 2.0 Reputation Value—A measure of the magnitude, unanimity and sustainability of stakeholder expectations, ultimately reflected in ClientTCKR’s financial performance. Reputation Risk—The amount o

Source URL: consensiv.com

‘‘ Statistical modeling, data analysis and risk management is central to what we do at AIG Investments. We need to recruit and retain talented, professional statisticians who not only understand how to measure, mon

Source URL: www.fsrm.rutgers.edu

Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent January 22, 2001

Source URL: www.tomsargent.com

• Mathematical analysis
• Multiplier
• Girsanov theorem
• Risk-neutral measure
• Progressively measurable process
• Wiener process
• Brownian motion
• Statistics
• Stochastic processes
• Probability theory

Microsoft Word - cap_insure_compensate_ssrn.doc

Source URL: www.pik-potsdam.de

• Economics
• Cooperative game
• Nash equilibrium
• Economics of global warming
• Emissions trading
• Bargaining problem
• Outcome
• Risk-neutral measure
• Forward contract
• Game theory
• Problem solving
• Decision theory

Name Final Exam, Econ 210A, December, 2010 Answer all five questions. Question 1. A) Define the Arrow-Pratt measure of absolute risk aversion.

Source URL: econ.ucsb.edu