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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… Expand
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we… Expand
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Highly Cited
2017
Highly Cited
2017
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system… Expand
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2013
2013
The automata-theoretic approach for model checking of linear-time temporal properties involves the emptiness check of a large… Expand
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2013
2013
  • J. Staum
  • Oper. Res. Lett.
  • 2013
  • Corpus ID: 17369925
Abstract This paper introduces the axiom of excess invariance for risk measures, meaning insensitivity to the amount by which a… Expand
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2010
2010
In this paper we aim at finding conditions under which risk measures can be consistently updated. Since the class of risk… Expand
2009
2009
I develop a strategy for representing epistemic states and epistemic changes that seeks to be sensitive to the difference between… Expand
Highly Cited
2004
Highly Cited
2004
This file contains two sets of calculations. First, we report the calculations of demands and continuation values of Proposition… Expand
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2002
2002
put options , risk measures , insolvency , coherent risk measures , insurance risk measures "Manuscript received March 2000… Expand
Highly Cited
1993
Highly Cited
1993
A prime instrument for controlling congestion in a high-speed network is admission control, which limits calls and guarantees a… Expand
1988
1988
Timed Acceptances is a process model for describing and reasoning about processes with explicit t iming constraints (real-time… Expand