What attitudes to risk underlie distortion risk measure choices? (Q320275): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2016.02.005
@@ Property / DOI: 10.1016/j.insmatheco.2016.02.005 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 28E10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / zbMATH DE Number @@
+6633920
@@ Property / zbMATH DE Number: 6633920 / rank @@
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@@ Property / zbMATH Keywords @@
+risk management
@@ Property / zbMATH Keywords: risk management / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tolerance
@@ Property / zbMATH Keywords: tolerance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk behavior
@@ Property / zbMATH Keywords: risk behavior / rank @@
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@@ Property / zbMATH Keywords @@
+GlueVaR
@@ Property / zbMATH Keywords: GlueVaR / rank @@
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@@ Property / zbMATH Keywords @@
+degree of orness
@@ Property / zbMATH Keywords: degree of orness / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2281825635
@@ Property / OpenAlex ID: W2281825635 / rank @@
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@@ Property / cites work @@
+Absorbent tuples of aggregation operators
@@ Property / cites work: Absorbent tuples of aggregation operators / rank @@
+Normal rank
@@ Property / cites work @@
+GlueVaR risk measures in capital allocation applications
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@@ Property / cites work @@
+The connection between distortion risk measures and ordered weighted averaging operators
+Normal rank
@@ Property / cites work @@
+Indicators for the characterization of discrete Choquet integrals
+Normal rank
@@ Property / cites work @@
+Haezendonck-Goovaerts risk measures and Orlicz quantiles
+Normal rank
@@ Property / cites work @@
+Generalized quantiles as risk measures
@@ Property / cites work: Generalized quantiles as risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Skewed bivariate models and nonparametric estimation for the CTE risk measure
+Normal rank
@@ Property / cites work @@
+Non-additive measure and integral
@@ Property / cites work: Non-additive measure and integral / rank @@
+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 @@
+Extending Yager's orness concept for the OWA aggregators to other mean operators
+Normal rank
@@ Property / cites work @@
+Q3639652
@@ Property / cites work: Q3639652 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic dominance with respect to a capacity and risk measures
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+An axiomatic approach to the definition of the entropy of a discrete Choquet capacity
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+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
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+Structured products equilibria in conic two price markets
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+Tolerant or intolerant character of interacting criteria in aggregation by the Choquet integral.
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+Discrete Choquet integral and some of its symmetric extensions
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
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+Tail distortion risk and its asymptotic analysis
@@ Property / cites work: Tail distortion risk and its asymptotic analysis / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2016.02.005
@@ Property / DOI: 10.1016/J.INSMATHECO.2016.02.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:320275