Risk measures, distortion parameters, and their empirical estimation (Q2384453): Difference between revisions

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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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+Q3773148
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+“Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003
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+On convex principles of premium calculation
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+Economic Capital Allocation Derived from Risk Measures
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+Testing hypotheses about the equality of several risk measure values with applications in insurance
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+Empirical Estimation of Risk Measures and Related Quantities
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+Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science
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+Risk measures and insurance premium principles.
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+A synthesis of risk measures for capital adequacy
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