List questions from risk-assessment

Published on 07 Mar 2026 - 10:54

105

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Risk adjusted premium principle (subadditivity)

Published on 19 Mar 2026 - 16:57

248

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Steps to do a Monte Carlo simulation

Published on 01 May 2020 - 18:41

60

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Expected shortfall

Published on 24 Mar 2026 - 11:06

615

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Test difference between two transition matrices (probabilities of default)

Published on 23 Feb 2026 - 11:46

55

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Find a joint distribution function with known Kendall's tau (Copula)

Published on 23 Feb 2026 - 12:44

448

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Directional derivative of risk measure

Published on 26 Oct 2016 - 10:07

91

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A question about probabilities and risk

Published on 11 Dec 2016 - 1:39

115

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Function for Risk Score based on Decision Tree

Published on 22 Mar 2026 - 11:34

57

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Decision making based on epistemic uncertainty

Published on 02 Apr 2017 - 4:37

38

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Prove that $S^0=S^1$ so there is one bank account in the market without arbitrage

Published on 23 Mar 2023 - 7:04

34

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The only way that $\max\{X_1, X_2\} >x$ in the subexponetial case, is if either $X_1$ or $X_2$ is large?

Published on 30 May 2023 - 11:19

16

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Why risk measures are defined on the space of bounded random variables?

Published on 10 Mar 2026 - 3:49

120

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For what values of $\alpha <\frac 12$ occurs $CVaR_{\alpha}(X) \ge VaR_{\alpha} (X)$

Published on 09 Jun 2023 - 17:39

76

Views

How do I prove monotonicity of risk measures?

Published on 07 Sep 2023 - 8:57

List Question

Calculate risk of unrelated groups

Risk adjusted premium principle (subadditivity)

Steps to do a Monte Carlo simulation

Expected shortfall

Test difference between two transition matrices (probabilities of default)

Find a joint distribution function with known Kendall's tau (Copula)

Directional derivative of risk measure

A question about probabilities and risk

Function for Risk Score based on Decision Tree

Decision making based on epistemic uncertainty

Prove that $S^0=S^1$ so there is one bank account in the market without arbitrage

The only way that $\max\{X_1, X_2\} >x$ in the subexponetial case, is if either $X_1$ or $X_2$ is large?

Why risk measures are defined on the space of bounded random variables?

For what values of $\alpha <\frac 12$ occurs $CVaR_{\alpha}(X) \ge VaR_{\alpha} (X)$

How do I prove monotonicity of risk measures?

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