Distortion Risk Measures and Economic Capital (Q5715954): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/10920277.2004.10596130
+Normal rank
@@ Property / OpenAlex ID @@
+W2060203385
@@ Property / OpenAlex ID: W2060203385 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Risk measures and dependencies of risks
@@ Property / cites work: Risk measures and dependencies of risks / rank @@
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+Normal rank
@@ Property / cites work @@
+The s-convex orders among real random variables, with applications
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+On Stop-Loss Order and the Distortion Pricing Principle
+Normal rank
@@ Property / cites work @@
+Q3636573
@@ Property / cites work: Q3636573 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher degree stop-loss transforms and stochastic orders — (II) Applications
+Normal rank
@@ Property / cites work @@
+Distribution-free comparison of pricing principles.
+Normal rank
@@ Property / cites work @@
+An optimization approach to the dynamic allocation of economic capital
+Normal rank
@@ Property / cites work @@
+Insurance pricing and increased limits ratemaking by proportional hazards transforms
+Normal rank
@@ Property / cites work @@
+Equilibrium Pricing Transforms: New Results Using Buhlmann’s 1980 Economic Model
+Normal rank
@@ Property / cites work @@
+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
+Normal rank
@@ Property / cites work @@
+A synthesis of risk measures for capital adequacy
@@ Property / cites work: A synthesis of risk measures for capital adequacy / rank @@
+Normal rank
@@ Property / cites work @@
+COMPARATIVE ANALYSES OF EXPECTED SHORTFALL AND VALUE-AT-RISK(Special Issue on Theory, Methodology and Applications in Financial Engneering)
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5715954