ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00385.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1993142016 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of Coherent Risk Measures to Capital Requirements in Insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted V\@R and its properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5654899 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rank estimates in a class of semiparametric two-sample models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy measures and integrals. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4548486 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Power of Rank Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3942245 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839340 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance pricing and increased limits ratemaking by proportional hazards transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Axiomatic characterization of insurance prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 05:55, 2 July 2024

scientific article
Language Label Description Also known as
English
ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES
scientific article

    Statements

    ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (English)
    0 references
    0 references
    7 December 2009
    0 references
    coherent risk measure
    0 references
    convex risk measure
    0 references
    distortion
    0 references
    insurance premium principle
    0 references
    parametric family
    0 references

    Identifiers