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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
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Related topics

Related topics

11 relations
Coherent risk measureConvex coneConvex setDynamic risk measure
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Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
The regulator is interested in proposing a capital adequacy test by specifying an acceptance set for firms' capital positions at… Expand
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2013
2013
Strength-Based Decomposition of the Property Büchi Automaton for Faster Model Checking
The automata-theoretic approach for model checking of linear-time temporal properties involves the emptiness check of a large… Expand
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2011
2011
One-dimensional bargaining
We study a model of multilateral bargaining over social outcomes represented by the points in the unit interval. The acceptance… Expand
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2010
2010
Learning and adaptation of a policy for dynamic order acceptance in make-to-order manufacturing
Order acceptance under uncertainty is a critical decision-making problem at the interface between customer relationship… Expand
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2009
2009
Belief and contextual acceptance
I develop a strategy for representing epistemic states and epistemic changes that seeks to be sensitive to the difference between… Expand
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Highly Cited
2007
Highly Cited
2007
Bargaining and Majority Rules: A Collective Search Perspective
We study collective search processes in which members of a committee decide whether to accept the current proposal or continue… Expand
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Highly Cited
2004
Highly Cited
2004
A three-player dynamic majoritarian bargaining game
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 Option Premiums and Coherent Risk Measures
put options , risk measures , insolvency , coherent risk measures , insurance risk measures "Manuscript received March 2000… Expand
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Highly Cited
1993
Highly Cited
1993
Effective bandwidth of general Markovian traffic sources and admission control of high speed networks
A prime instrument for controlling congestion in high-speed broadband ISDN (BISDN) networks is admission control, which limits… Expand
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Highly Cited
1993
Highly Cited
1993
Effective bandwidth of general Markovian traffic sources and admission control of high speed networks
A prime instrument for controlling congestion in a high-speed network is admission control, which limits calls and guarantees a… Expand
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