Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · Sep 201919922001200920172026
2 results for “Haezendonck-Goovaerts”
Orlicz-Lorentz premia and distortion Haezendonck-Goovaerts risk measuresq-fin.RM

Paper introduces new risk measures that unify two existing types.

problem Combining two types of risk measures for broader applicability.
method Introduces a new class of risk measures that unify distortion and Haezendonck-Goovaerts measures.
result New risk measures defined on a larger space, with coherent properties in certain scenarios.
risk measuresdistortionHaezendonck-Goovaertscoherencefinancial risk
2025-12-02abs ↗pdf ↗
Stability properties of Haezendonck-Goovaerts premium principlesq-fin.MF

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗