Convolution Bounds on Quantile Aggregation
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Cited by:
- Yuyu Chen & Peng Liu & Yang Liu & Ruodu Wang, 2020. "Ordering and Inequalities for Mixtures on Risk Aggregation," Papers 2007.12338, arXiv.org, revised Jun 2021.
- Silvana Pesenti & Qiuqi Wang & Ruodu Wang, 2020. "Optimizing distortion riskmetrics with distributional uncertainty," Papers 2011.04889, arXiv.org, revised Feb 2022.
- Peng Liu & Andreas Tsanakas & Yunran Wei, 2024. "Risk sharing with Lambda value at risk under heterogeneous beliefs," Papers 2408.03147, arXiv.org, revised Sep 2024.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2020-08-24 (Econometrics)
- NEP-RMG-2020-08-24 (Risk Management)
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