Reference health

On Dynamic Spectral Risk Measures and a Limit Theorem

66/66 checkable references clean · checked 2026-08-24

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 66 checked references that resolve

resolves10.1016/s0378-4266(02)00281-9

Spectral measures of risk: A coherent representation of subjective risk aversion

resolves10.1016/s0378-4266(02)00283-2

On the coherence of expected shortfall

resolves10.1111/1467-9965.00068

Coherent Measures of Risk

resolves10.1007/s10479-006-0132-6

Coherent multiperiod risk adjusted values and Bellman’s principle

resolves10.1002/9780470316962

Convergence of Probability Measures

resolves10.1080/17442509708834099

Backward stochastic differential equations and integral-partial differential equations

resolves10.1007/s00780-007-0057-1

Dynamic risk measures: Time consistency and risk measures from BMO martingales

resolves10.1016/j.spa.2008.02.011

Time consistent dynamic risk processes

resolves10.1016/s0022-0531(03)00122-4

Core of convex distortions of a probability

resolves10.1111/j.1467-9965.1996.tb00119.x

CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS<sup>1</sup>

resolves10.1214/009117904000001053

Choquet expectation and Peng’s g-expectation

resolves10.1111/1468-0262.00337

Ambiguity, Risk, and Asset Returns in Continuous Time

resolves10.1007/s00780-006-0009-1

Weighted V@R and its Properties

resolves10.1111/j.1467-9965.2008.00355.x

CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK

resolves10.1214/ejp.v11-302

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

resolves10.1016/j.spa.2010.01.004

A general theory of finite state Backward Stochastic Difference Equations

resolves10.1137/090763688

Backward Stochastic Difference Equations and Nearly Time-Consistent Nonlinear Expectations

resolves10.1007/s004400100172

Filtration-consistent nonlinear expectations and related g-expectations

resolves10.1007/978-3-540-35513-7_17

The Structure of m–Stable Sets and in Particular of the Set of Risk Neutral Measures

resolves10.1007/bfb0057249

Séminaire de Probabilités VIII Université de Strasbourg

resolves10.1007/978-94-017-2434-0

Non-Additive Measure and Integral

resolves10.1016/j.spa.2011.09.009

Weak approximation of <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-expectations

resolves10.1111/j.1467-9965.1992.tb00022.x

From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup>

resolves10.1239/jap/1445543845

Backward stochastic difference equations for dynamic convex risk measures on a binomial tree

resolves10.2307/2951600

Stochastic Differential Utility

resolves10.1016/s0022-0531(03)00097-8

Recursive multiple-priors

resolves10.2307/1913778

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

resolves10.1524/strm.2012.1115

Time consistency of multi-period distortion measures

resolves10.1524/stnd.2006.24.1.61

Convex risk measures and the dynamics of their penalty functions

resolves10.1515/9783110212075

Stochastic Finance

resolves10.1080/10920277.2009.10597570

Weighted Pricing Functionals With Applications to Insurance

resolves10.1016/j.insmatheco.2012.02.012

On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures

resolves10.1080/10920277.2004.10596171

The Iterated Cte

resolves10.1007/978-3-662-02514-7

Limit Theorems for Stochastic Processes

resolves10.1111/j.1467-9965.2007.00320.x

VALUATIONS AND DYNAMIC CONVEX RISK MEASURES

resolves10.1111/j.1467-9965.2007.00317.x

DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES

resolves10.2307/1907722

Stationary Ordinal Utility and Impatience

resolves10.2307/1913656

Temporal Resolution of Uncertainty and Dynamic Choice Theory

resolves10.1214/aoap/1177004836

Limit Theorem on Option Replication Cost with Transaction Costs

resolves10.1007/978-4-431-67891-5_4

On law invariant coherent risk measures

resolves10.1142/s0219024912500434

TENOR SPECIFIC PRICING

resolves10.1016/0167-6911(90)90082-6

Adapted solution of a backward stochastic differential equation

resolves10.1080/17442509208833749

A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

resolves10.1007/978-3-540-44644-6_4

Nonlinear Expectations, Nonlinear Evaluations and Risk Measures

resolves10.1080/03461238.2013.830228

Premiums and reserves, adjusted by distortions

resolves10.1007/978-3-662-02619-9_6

Stochastic Differential Equations

resolves10.1016/j.spa.2004.03.004

Dynamic coherent risk measures

resolves10.1017/cbo9780511805141

Diffusions, Markov Processes and Martingales

resolves10.1016/j.insmatheco.2006.04.003

Time consistency conditions for acceptability measures, with an application to Tail Value at Risk

resolves10.1016/j.insmatheco.2006.01.002

Risk measures via -expectations

resolves10.1016/j.spa.2006.02.009

Backward stochastic differential equations with jumps and related non-linear expectations

resolves10.1016/0022-247x(70)90038-7

Measure preserving transformations and rearrangements

resolves10.2307/2951521

A Simple Axiomatization of Nonadditive Expected Utility

resolves10.1080/15326340600878677

Risk Measures and Robust Optimization Problems

resolves10.2307/1911053

Subjective Probability and Expected Utility without Additivity

resolves10.1016/j.insmatheco.2010.08.005

Extending dynamic convex risk measures from discrete time to continuous time: A convergence approach

resolves10.2307/2295722

Myopia and Inconsistency in Dynamic Utility Maximization

resolves10.1080/14697680802055960

Update rules for convex risk measures

resolves10.1080/03461238.2010.490021

On the distortion of a copula and its margins

resolves10.1111/1468-0262.00229

Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle

resolves10.1016/0167-6687(95)00010-p

Insurance pricing and increased limits ratemaking by proportional hazards transforms

resolves10.2143/ast.26.1.563234

Premium Calculation by Transforming the Layer Premium Density

resolves10.1016/s0167-6687(97)00031-0

Axiomatic characterization of insurance prices

resolves10.2307/253675

A Class of Distortion Operators for Pricing Financial and Insurance Risks

resolves10.1111/j.1467-9965.2006.00277.x

DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY

resolves10.2307/1911158

The Dual Theory of Choice under Risk

The 7 references without a DOI — listed, not checked

no DOI — not checkedref1

no DOI — not checkedref34

no DOI — not checkedref36

no DOI — not checkedHomogeneous Law-Invariant Coherent Multi-period Value Measures and their Limits

no DOI — not checkedref45

no DOI — not checkedref50

no DOI — not checkedref60

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-24 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.2635636"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2635636/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>

[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2635636/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2635636)