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Acceptance set

In financial mathematics, acceptance set is a set of acceptable future net worth which is acceptable to the regulator. It is related to risk measures… 
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Related topics

Related topics

11 relations
Coherent risk measureConvex coneConvex setDynamic risk measure

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we… 
2018
2018
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
The regulator is interested in proposing a capital adequacy test by specifying an acceptance set for firms' capital positions at… 
Highly Cited
2015
Highly Cited
2015
Measures of Systemic Risk
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system… 
2013
2013
Excess invariance and shortfall risk measures
  • J. Staum
  • Operations Research Letters
  • 2013
  • Corpus ID: 17369925
2013
2013
Strength-Based Decomposition of the Property Büchi Automaton for Faster Model Checking
The automata-theoretic approach for model checking of linear-time temporal properties involves the emptiness check of a large… 
2011
2011
One-dimensional bargaining
2010
2010
When can a risk measure be updated consistently
In this paper we aim at finding conditions under which risk measures can be consistently updated. Since the class of risk… 
2010
2010
Belief and contextual acceptance
I develop a strategy for representing epistemic states and epistemic changes that seeks to be sensitive to the difference between… 
Highly Cited
2004
Highly Cited
2004
A three-player dynamic majoritarian bargaining game
Highly Cited
1993
Highly Cited
1993
Effective bandwidth of general Markovian traffic sources and admission control of high speed networks
A prime instrument for controlling congestion in high-speed broadband ISDN (BISDN) networks is admission control, which limits… 
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