Convex risk measures on Orlicz spaces: inf-convolution and shortfall

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Arai, Takuji. “Convex Risk Measures on Orlicz Spaces: Inf-Convolution and Shortfall”. Mathematics and Financial Economics, vol. 3, no. 2, 2010, pp. 73-88, https://doi.org/10.1007/s11579-010-0028-8.
Arai, T. (2010). Convex risk measures on Orlicz spaces: inf-convolution and shortfall. Mathematics and Financial Economics, 3(2), 73-88. https://doi.org/10.1007/s11579-010-0028-8
Arai T. Convex risk measures on Orlicz spaces: inf-convolution and shortfall. Mathematics and Financial Economics. 2010;3(2):73-88.
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Refrences
Title Journal Journal Categories Citations Publication Date
On convex risk measures on L p -spaces Mathematical Methods of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 96 2009
RISK MEASURES ON ORLICZ HEARTS

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 127 2009
Short note on inf-convolution preserving the Fatou property Annals of Finance
  • Social Sciences: Finance
 7 2009
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 161 2008
10.1214/07-AAP469 The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2008
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science10
Science: Mathematics7
Social Sciences: Finance6
Social Sciences: Statistics5
Social Sciences: Commerce: Business5
Science: Mathematics: Probabilities. Mathematical statistics1
Technology: Manufactures: Production management. Operations management1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
The category Social Sciences: Economic theory. Demography: Economics as a science 10 is the most frequently represented among the references in this article. It primarily includes studies from Mathematical Finance The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Qualitative robustness of utility-based risk measures

 Annals of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2022
Generalization of Orlicz spaces Monatshefte für Mathematik
  • Science: Mathematics
 2021
Efficient hedging under ambiguity in continuous time Probability, Uncertainty and Quantitative Risk
  • Science: Mathematics: Probabilities. Mathematical statistics
 2020
Existence, uniqueness, and stability of optimal payoffs of eligible assets

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 17 2019
Optimal reinsurance under risk and uncertainty on Orlicz hearts Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 4 2018
Citations Analysis
Category Category Repetition
Science: Mathematics9
Social Sciences: Economic theory. Demography: Economics as a science3
Social Sciences: Statistics3
Social Sciences: Commerce: Business3
Technology: Engineering (General). Civil engineering (General)2
Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Finance2
Technology: Manufactures: Production management. Operations management1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
The category Science: Mathematics 9 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Maximum Lebesgue extension of monotone convex functions and was published in 2014. The most recent citation comes from a 2022 study titled Qualitative robustness of utility-based risk measures. This article reached its peak citation in 2018, with 2 citations. It has been cited in 9 different journals. Among related journals, the Mathematical Finance cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year