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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

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2018
2018
R M ] 1 3 O ct 2 01 6 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… 
2018
2018
Neurocomputing approach for firearm identification
This paper is an attempt to perceive and order guns using a two-layer neural system model taking into account a feedforward… 
2016
2016
Intrinsic Risk Measures
Monetary risk measures are usually interpreted as the smallest amount of external capital that must be added to a financial… 
2016
2016
Comonotonic risk measures in a world without risk-free assets
We study comonotonicity of risk measures in terms of the primitives of the theory: acceptance sets and eligible assets. We show… 
2014
2014
Quotient of Acceptance Specifications Under Reachability Constraints
The quotient operation, which is dual to the composition, is crucial in specification theories as it allows the synthesis of… 
Review
2012
Review
2012
The epistemology of scientific evidence
In place of the traditional epistemological view of knowledge as justified true belief we argue that artificial intelligence and… 
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… 
1989
1989
A static pessimistic scheme for handling replicated databases
A replicated database system may partition into isolated groups in the presence of node and link failures. When the system has… 
1988
1988
Timed Acceptances: A Model of Time Dependent Processes
Timed Acceptances is a process model for describing and reasoning about processes with explicit t iming constraints (real-time… 
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