Nisani, Doron The Aumann-Serrano riskiness index. (English) Zbl 1409.91285 Risk Decis. Anal. 7, No. 3-4, 119-122 (2018). MSC: 91G70 PDFBibTeX XMLCite \textit{D. Nisani}, Risk Decis. Anal. 7, No. 3--4, 119--122 (2018; Zbl 1409.91285) Full Text: DOI
Kogan, Konstantin; Tapiero, Charles S. Merton’s financial multi-agent consumption. (English) Zbl 1409.91296 Risk Decis. Anal. 7, No. 3-4, 107-117 (2018). MSC: 91G99 91A23 PDFBibTeX XMLCite \textit{K. Kogan} and \textit{C. S. Tapiero}, Risk Decis. Anal. 7, No. 3--4, 107--117 (2018; Zbl 1409.91296) Full Text: DOI
Lehdili, Noureddine; Givi, Arshia Efficient computation of Value-at-Risk and expected shortfall in large and heterogeneous credit portfolios: application to default risk charge. (English) Zbl 1409.91264 Risk Decis. Anal. 7, No. 3-4, 91-105 (2018). MSC: 91G40 91G70 PDFBibTeX XMLCite \textit{N. Lehdili} and \textit{A. Givi}, Risk Decis. Anal. 7, No. 3--4, 91--105 (2018; Zbl 1409.91264) Full Text: DOI
Wu, Qi; Sak, Halis; Seshadri, Sridhar; Haksoz, Cagri Optimization under supplier portfolio risk considering breach of contract and market risks. (English) Zbl 1409.91281 Risk Decis. Anal. 7, No. 3-4, 77-89 (2018). MSC: 91G60 91G10 PDFBibTeX XMLCite \textit{Q. Wu} et al., Risk Decis. Anal. 7, No. 3--4, 77--89 (2018; Zbl 1409.91281) Full Text: DOI