{"id":3978,"date":"2025-10-17T12:07:43","date_gmt":"2025-10-17T15:07:43","guid":{"rendered":"https:\/\/www.ufrgs.br\/ppge\/?p=3978"},"modified":"2025-10-20T09:06:34","modified_gmt":"2025-10-20T12:06:34","slug":"seminario-22-10","status":"publish","type":"post","link":"https:\/\/www.ufrgs.br\/ppge\/seminario-22-10\/","title":{"rendered":"Semin\u00e1rio 22\/10"},"content":{"rendered":"\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"1024\" src=\"https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1-1024x1024.png\" alt=\"\" class=\"wp-image-3983\" srcset=\"https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1-1024x1024.png 1024w, https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1-300x300.png 300w, https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1-150x150.png 150w, https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1-768x768.png 768w, https:\/\/www.ufrgs.br\/ppge\/wp-content\/uploads\/2025\/10\/Pos-doutorando-Samuel-Solgon-Santos-1.png 1080w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">Semin\u00e1rio de Pesquisa 22\/10<\/h2>\n\n\n\n<p class=\"has-ast-global-color-0-color has-text-color has-link-color wp-elements-1 wp-block-paragraph\"><a href=\"https:\/\/www.ufrgs.br\/ppge\/seminario-de-pesquisa-11-12-2024\/#respond\">Deixe um coment\u00e1rio<\/a>&nbsp;\/&nbsp;<a class=\"\" href=\"https:\/\/www.ufrgs.br\/ppge\/category\/seminarios\/economia-aplicada\/\">Economia Aplicada<\/a>,&nbsp;<a class=\"\" href=\"https:\/\/www.ufrgs.br\/ppge\/category\/seminarios\/\">Semin\u00e1rios de Pesquisa<\/a>&nbsp;\/ Por&nbsp;Helena Camillo<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Ocorrer\u00e1 no dia&nbsp;<strong>22\/10\/2025, quarta-feira, \u00e0s 14h<\/strong>&nbsp;na sala&nbsp;<strong>401-A \u2013 FCE<\/strong>,&nbsp;o Semin\u00e1rio de Pesquisa&nbsp;<strong>\u201c<strong><strong><strong>The limitation of comonotonic additive risk measures: a literature review<\/strong><\/strong><\/strong>\u201d<\/strong>, na \u00e1rea de Economia Aplicada, ministrado pelo <em>P\u00f3s-Doutorando Samuel Solgon Santos (UFRGS)<\/em> .<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><strong>Resumo:<\/strong><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Risk measures satisfying the axiom of comonotonic additivity are extensively studied, arguably because of the plethora of results indicating interesting aspects of such risk measures. Recent research, however, has shown that this axiom is incompatible with properties that are central in specific contexts. In this paper, we present a literature review of these incompatibilities. Specifically, we highlight the conflict between comonotonic additivity and surplus invariance, eligible assets, elicitabilty, and dynamic consistency.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Semin\u00e1rio de Pesquisa 22\/10 Deixe um coment\u00e1rio&nbsp;\/&nbsp;Economia Aplicada,&nbsp;Semin\u00e1rios de Pesquisa&nbsp;\/ Por&nbsp;Helena Camillo Ocorrer\u00e1 no dia&nbsp;22\/10\/2025, quarta-feira, \u00e0s 14h&nbsp;na sala&nbsp;401-A \u2013 FCE,&nbsp;o Semin\u00e1rio de Pesquisa&nbsp;\u201cThe limitation of comonotonic additive risk measures: a literature review\u201d, na \u00e1rea de Economia Aplicada, ministrado pelo P\u00f3s-Doutorando Samuel Solgon Santos (UFRGS) . Resumo: Risk measures satisfying the axiom of comonotonic additivity [&hellip;]<\/p>\n","protected":false},"author":6,"featured_media":3983,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"default","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"disabled","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":""},"categories":[9,3],"tags":[],"class_list":["post-3978","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-economia-aplicada","category-seminarios"],"_links":{"self":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/3978","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/comments?post=3978"}],"version-history":[{"count":2,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/3978\/revisions"}],"predecessor-version":[{"id":3984,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/posts\/3978\/revisions\/3984"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/media\/3983"}],"wp:attachment":[{"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/media?parent=3978"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/categories?post=3978"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.ufrgs.br\/ppge\/wp-json\/wp\/v2\/tags?post=3978"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}