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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
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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
W. Haskell
,
Wenjie Huang
,
Huifu Xu
ArXiv
2018
Corpus ID: 29154222
Decision maker's preferences are often captured by some choice functions which are used to rank prospects. In this paper, we…
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2018
2018
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
X. He
,
X. Peng
Operational Research
2018
Corpus ID: 53087894
The regulator is interested in proposing a capital adequacy test by specifying an acceptance set for firms' capital positions at…
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Highly Cited
2015
Highly Cited
2015
Measures of Systemic Risk
Zachary Feinstein
,
Birgit Rudloff
,
S. Weber
SIAM Journal on Financial Mathematics
2015
Corpus ID: 3880919
Systemic risk refers to the risk that the financial system is susceptible to failures due to the characteristics of the system…
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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
E. Renault
,
A. Duret-Lutz
,
F. Kordon
,
D. Poitrenaud
International Conference on Tools and Algorithms…
2013
Corpus ID: 91782
The automata-theoretic approach for model checking of linear-time temporal properties involves the emptiness check of a large…
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2011
2011
One-dimensional bargaining
A. Predtetchinski
Games Econ. Behav.
2011
Corpus ID: 28385779
2010
2010
When can a risk measure be updated consistently
B. Roorda
,
H. Schumacher
2010
Corpus ID: 15985951
In this paper we aim at finding conditions under which risk measures can be consistently updated. Since the class of risk…
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2010
2010
Belief and contextual acceptance
Eleonora Cresto
Synthese
2010
Corpus ID: 12430413
I develop a strategy for representing epistemic states and epistemic changes that seeks to be sensitive to the difference between…
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Highly Cited
2004
Highly Cited
2004
A three-player dynamic majoritarian bargaining game
Anastassios Kalandrakis
Journal of Economics Theory
2004
Corpus ID: 30118315
Highly Cited
1993
Highly Cited
1993
Effective bandwidth of general Markovian traffic sources and admission control of high speed networks
A. Elwalid
,
D. Mitra
IEEE INFOCOM '93 The Conference on Computer…
1993
Corpus ID: 9660765
A prime instrument for controlling congestion in high-speed broadband ISDN (BISDN) networks is admission control, which limits…
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