Inf-convolution and optimal risk sharing with countable sets of risk measures von Righi, Marcelo Brutti, Moresco, Marlon Ruoso

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Star-Shaped deviations von Righi, Marcelo Brutti, Moresco, Marlon Ruoso

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On the link between monetary and star-shaped risk measures von Moresco, Marlon Ruoso, Righi, Marcelo Brutti

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A risk measurement approach from risk-averse stochastic optimization of score functions von Righi, Marcelo Brutti, Müller, Fernanda Maria, Moresco, Marlon Ruoso

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On a robust risk measurement approach for capital determination errors minimization von Righi, Marcelo Brutti, Müller, Fernanda Maria, Moresco, Marlon Ruoso

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Star-Shaped deviations von Righi, Marcelo Brutti, Moresco, Marlon Ruoso

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A risk measurement approach from risk-averse stochastic optimization of score functions von Righi, Marcelo Brutti, Müller, Fernanda Maria, Moresco, Marlon Ruoso

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Inf-convolution and optimal risk sharing with countable sets of risk measures von Marcelo Brutti Righi, Moresco, Marlon Ruoso

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A note on the induction of comonotonic additive risk measures from acceptance sets von Santos, Samuel Solgon, Moresco, Marlon Ruoso, Righi, Marcelo Brutti, Horta, Eduardo de Oliveira

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Star-Shaped deviations von Marcelo Brutti Righi, Moresco, Marlon Ruoso

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A risk measurement approach from risk-averse stochastic optimization of score functions von Marcelo Brutti Righi, Müller, Fernanda Maria, Moresco, Marlon Ruoso

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On a robust risk measurement approach for capital determination errors minimization von Marcelo Brutti Righi, Müller, Fernanda Maria, Moresco, Marlon Ruoso

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A note on the induction of comonotonic additive risk measures from acceptance sets von Santos, Samuel Solgon, Moresco, Marlon Ruoso, Marcelo Brutti Righi, de Oliveira Horta, Eduardo

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