On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702): Difference between revisions

@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
-Normal rank
@@ Property / author @@
-Koen van Weert
@@ Property / author: Koen van Weert / rank @@
-Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
@@ Property / author @@
+Koen van Weert
@@ Property / author: Koen van Weert / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2012.02.012
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@@ Property / OpenAlex ID @@
+W3123571032
@@ Property / OpenAlex ID: W3123571032 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics for risk capital allocations based on conditional tail expectation
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@@ Property / cites work @@
+Haezendonck-Goovaerts risk measures and Orlicz quantiles
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@@ Property / cites work @@
+Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses
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+Upper comonotonicity
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+The concept of comonotonicity in actuarial science and finance: theory.
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@@ links / mardi / name / links / mardi / name @@
+Publication:2444702