Optimal risk transfer under quantile-based risk measurers (Q2446006): Difference between revisions

@@ Property / author @@
-Alexandru M. Badescu
@@ Property / author: Alexandru M. Badescu / rank @@
-Normal rank
@@ Property / author @@
+Alexandru M. Badescu
@@ Property / author: Alexandru M. Badescu / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+robustbase
@@ Property / describes a project that uses: robustbase / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3124661448
@@ Property / OpenAlex ID: W3124661448 / rank @@
+Normal rank
@@ Property / cites work @@
+Haezendonck-Goovaerts risk measures and Orlicz quantiles
+Normal rank
@@ Property / cites work @@
+Robust explicit estimators of Weibull parameters
@@ Property / cites work: Robust explicit estimators of Weibull parameters / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
+Normal rank
@@ Property / cites work @@
+Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under VaR and CTE risk measures
+Normal rank
@@ Property / cites work @@
+The optimal reinsurance strategy -- the individual claim case
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance Revisited – A Geometric Approach
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance under VaR and CVaR Risk Measures: a Simplified Approach
+Normal rank
@@ Property / cites work @@
+Robustness and sensitivity analysis of risk measurement procedures
+Normal rank
@@ Property / cites work @@
+Robust exponential smoothing of multivariate time series
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+Remarks on quantiles and distortion risk measures
@@ Property / cites work: Remarks on quantiles and distortion risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Reducing the variance by smoothing
@@ Property / cites work: Reducing the variance by smoothing / rank @@
+Normal rank
@@ Property / cites work @@
+Robust estimation of the mean of the exponential distribution in outlier situations
+Normal rank
@@ Property / cites work @@
+Robust estimation of scale of an exponential distribution
+Normal rank
@@ Property / cites work @@
+On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
+Normal rank
@@ Property / cites work @@
+Some new classes of consistent risk measures
@@ Property / cites work: Some new classes of consistent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
+Normal rank
@@ Property / cites work @@
+Optimal Reinsurance for Variance Related Premium Calculation Principles
+Normal rank
@@ Property / cites work @@
+A new premium calculation principle based on Orlicz norms
+Normal rank
@@ Property / cites work @@
+Q3723487
@@ Property / cites work: Q3723487 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+An adjusted boxplot for skewed distributions
@@ Property / cites work: An adjusted boxplot for skewed distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting influential data points for the Hill estimator in Pareto-type distributions
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
+Normal rank
@@ Property / cites work @@
+A Brief Survey of Bandwidth Selection for Density Estimation
+Normal rank
@@ Property / cites work @@
+Empirical Estimation of Risk Measures and Related Quantities
+Normal rank
@@ Property / cites work @@
+Risk measures, distortion parameters, and their empirical estimation
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance under mean-variance premium principles
+Normal rank
@@ Property / cites work @@
+Truncated Stop Loss as Optimal Reinsurance Agreement in One-period Models
+Normal rank
@@ Property / cites work @@
+External Risk Measures and Basel Accords
@@ Property / cites work: External Risk Measures and Basel Accords / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin
+Normal rank
@@ Property / cites work @@
+Optimal risk sharing under distorted probabilities
+Normal rank
@@ Property / cites work @@
+Q4866176
@@ Property / cites work: Q4866176 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4456270
@@ Property / cites work: Q4456270 / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+New Goodness-of-Fit Tests for Pareto Distributions
+Normal rank
@@ Property / cites work @@
+Efficient and Robust Fitting of Lognormal Distributions
+Normal rank
@@ Property / cites work @@
+Q4272483
@@ Property / cites work: Q4272483 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4727203
@@ Property / cites work: Q4727203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4197160
@@ Property / cites work: Q4197160 / rank @@
+Normal rank
@@ Property / cites work @@
+A robust estimator for the tail index of Pareto-type distributions
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance in relation to ordering of risks
+Normal rank
@@ Property / cites work @@
+The influence of individual claims on the chain-ladder estimates: analysis and diagnostic tool
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance programs: an optimal combination of several reinsurance protections on a heterogeneous insurance portfolio.
+Normal rank
@@ Property / cites work @@
+Ordering risks: expected utility theory versus Yaari's dual theory of risk
+Normal rank
@@ Property / cites work @@
+Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
+Normal rank
@@ Property / cites work @@
+Q5429818
@@ Property / cites work: Q5429818 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal insurance under Wang's premium principle.
@@ Property / cites work: Optimal insurance under Wang's premium principle. / rank @@
+Normal rank