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… (More)

Semantic Scholar uses AI to extract papers important to this topic.

2017

2017

The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded… (More)

Is this relevant?

2013

2013

- Jeremy Staum
- Oper. Res. Lett.
- 2013

This paper introduces an axiom of excess invariance for risk measures, meaning insensitivity to the amount by which a portfolio’s… (More)

Is this relevant?

2010

2010

- Benôıt Delahaye, Kim G. Larsen, Axel Legay, Andrzej Wasowski
- 2010

Modal Transition Systems (MTSs) are finite-state automata whose transitions are typed with may and must modalities. MTSs can be… (More)

Is this relevant?

Review

2007

Review

2007

Motivation is underappreciated in self-regulation theories (as is true in social personality psychology at large). This paper… (More)

Is this relevant?

2004

2004

- Jeremy Staum, Philippe Artzner, +10 authors Jeremy Staum
- 2004

We prove fundamental theorems of asset pricing for good deal bounds in incomplete markets. These theorems relate arbitrage… (More)

Is this relevant?

2002

2002

- Robert Jarrow
- 2002

This note defines the premium of a put option on the firm as a measure of insolvency risk. The put premium is not a coherent risk… (More)

Is this relevant?

2002

2002

- Teddy J. Torres, Jorge L. Ortiz
- 2002

The problem of making a computer “understand” human speech has been around in the computing arena since the computing power… (More)

Is this relevant?

Highly Cited

1993

Highly Cited

1993

- Anwar Elwalid, Debasis Mitra
- INFOCOM
- 1993

AbsfructThe emerging high-speed networks, notably the ATM-based Broadband ISDN, are expected to integrate through statistical… (More)

Is this relevant?

1989

1989

- Jian Tang, N. Natarajan
- SIGMOD Conference
- 1989

A replicated database system may partition into isolated groups in the presence of node and link failures. When the system has… (More)

Is this relevant?

1988

1988

- Insup Lee, Amy E. Zwarico
- FTRTFT
- 1988

Timed Acceptances is a process model for describing and reasoning about processes with explicit t iming constraints (real-time… (More)

Is this relevant?