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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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Papers overview

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2018
2018
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we… 
2018
2018
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
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system… 
2013
2013
  • J. Staum
  • Operations Research Letters
  • 2013
  • Corpus ID: 17369925
2013
2013
The automata-theoretic approach for model checking of linear-time temporal properties involves the emptiness check of a large… 
2011
2011
2010
2010
In this paper we aim at finding conditions under which risk measures can be consistently updated. Since the class of risk… 
2010
2010
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
Highly Cited
1993
Highly Cited
1993
A prime instrument for controlling congestion in high-speed broadband ISDN (BISDN) networks is admission control, which limits…