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On representing claims for coherent risk measures [PDF]
, 2007 We consider the problem of representing claims for coherent risk measures. For this purpose we introduce the concept of (weak and strong) time-consistency with respect to a portfolio of assets, generalizing the one defined in Delbaen [7]. In a similar
Berkaoui, Abdelkarem, Jacka, Saul D.
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Coherent restrictions of vague conditional lower-upper probability extensions
, 2005 In this paper we propose a way to restrict extension bounds induced by coherent conditional lower-upper probability assessments. Such shrinkage turns out to be helpful whenever the natural bounds are too vague to be used.
Capotorti A. +3 more
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Sculpture education program / Upper Iowa Univesity
, 1998 [Title], Upper Iowa University Digital Archives, [Reference URL].
Upper Iowa University
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Cauchy-Schwarz inequalities from the viewpoint of lower and upper previsions
In recent papers we investigated how some classical probability inequalities still obtain, in a modified form, when bounded random numbers, also termed gambles, are evaluated by means of upper/lower (imprecise) previsions satisfying various consistency ...
Pelessoni R., Vicig P.
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Conditional and Dynamic Convex Risk Measures [PDF]
We extend the definition of a convex risk measure to a conditional framework where additional information is available. We characterize these risk measures through the associated acceptance sets and prove a representation result in terms of conditional ...
Kai Detlefsen, Giacomo Scandolo
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Upper Iowa University campus, 1908
, 1908 Two photographic views of campus. Top view is taken looking uphill from the west. Left to right: (some buildings behind trees) are Science Hall [no longer exists; now location of Colgrove-Walker]; Main Building [now Alexander-Dickman]; Ladies Hall [no ...
Upper Iowa University
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Continuous Linear Representation of Coherent Lower Previsions
, 2007 This paper studies the possibility of representing lower previsions by continuous linear functionals. We prove the existence of a linear isomorphism between the linear space spanned by the coherent lower previsions and that of an appropriate space of ...
Sebastian Maass
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Finitely Additive Equivalent Martingale Measures [PDF]
Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L, for some ...
Pietro Rigo +2 more
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Upper Iowa University Catalog; Upper Iowa University Bulletin
[Title], Upper Iowa University Digital Archives, [Reference URL]. See 'About' page for more information;Digitized 600 dpi 48-bit color tiff, saved as jpeg, edited with Windows Live Photo ...
Upper Iowa University
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Upper Iowa University campus around the close of President Bissell's administration about 1899
, 1899 oai:cdm17238.contentdm.oclc.org:p17238coll1/0Drawing of Upper Iowa University campus showing Science Hall and Business College [now the location of Colgrove-Walker Building]; Chapel [now Parker-Fox]; Observatory [no longer exists]; Main Building with a ...
Upper Iowa University
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