Star-Shaped deviations

集值星形风险度量

Set-valued Star-Shaped Risk Measures

该研究提出集值星形风险度量这一新类别，在集值框架下推导其表示定理，证明其可表示为对应集值凸风险度量族的并集，并建立两类风险度量的关联。

星形可接受性指数

Star-shaped acceptability indexes

本文提出星形可接受性指数，统一推广两类现有方法，并通过星形风险度量、接受集及拟凹指数族最小值进行刻画，同时给出多个具体应用实例。

动态星形风险测度与$g$-期望

Dynamic star-shaped risk measures and $g$-expectations

本文在动态框架下研究动态货币与星形风险测度的表示定理，建立二者联系，探讨敏感性与时间一致性，并详细讨论由$g$-期望诱导的归一化时间一致动态星形风险测度。

On the link between monetary and star-shaped risk measures

Recently, Castagnoli et al. (2021) introduce the class of star-shaped risk measures as a generalization of convex and coherent ones, proving that there is a representation as the pointwise minimum of some family composed by convex risk measures. Concomitantly, Jia et al. (2020) prove a similar representation result for monetary risk measures, which are more general than star-shaped ones. Then, there is a question on how both classes are connected. In this letter, we provide an answer by casting light on the importance of the acceptability of 0, which is linked to the property of normalization.…

基于倒向随机微分方程（BSDEs）的动态收益与星形风险测度

Dynamic Return and Star-Shaped Risk Measures via BSDEs

本文利用倒向随机微分方程（BSDEs）刻画动态收益与星形风险测度，通过Pasch-Hausdorff包络构建凸驱动项诱导风险测度族，证明最小星形上解的存在性，并在资本配置等场景验证其有效性。

律不变收益与星形风险测度

Law-Invariant Return and Star-Shaped Risk Measures

本文在一般局部凸拓扑空间中刻画了律不变星形泛函，建立了随机占优一致性条件下的 Kusuoka 型表示，并将其表示为风险价值的稳健化形式，统一了含或不含单调性与现金可加性的情形。