Pages that link to "Item:Q2444702"
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The following pages link to On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702):
Displaying 23 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
- Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Simple risk measure calculations for sums of positive random variables (Q2446008) (← links)
- Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
- (Q5120717) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)