Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459): Difference between revisions

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+https://doi.org/10.1007/978-3-319-45656-0_2
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+W2518347257
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+A nonparametric approach to calculating value-at-risk
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Properties of distortion risk measures
@@ Property / cites work: Properties of distortion risk measures / rank @@
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+What attitudes to risk underlie distortion risk measure choices?
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+GlueVaR risk measures in capital allocation applications
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+The use of flexible quantile-based measures in risk assessment
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+The connection between distortion risk measures and ordered weighted averaging operators
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+Kernel density estimation of actuarial loss functions
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+Inverse beta transformation in kernel density estimation
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+Q4593689
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+Skewed bivariate models and nonparametric estimation for the CTE risk measure
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+Kernel density estimation for heavy-tailed distributions using the champernowne transformation
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+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
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+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
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+Simple risk measure calculations for sums of positive random variables
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+Q5253267
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+Transformations in Density Estimation
@@ Property / cites work: Transformations in Density Estimation / rank @@
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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+Publication:5268459