Pages that link to "Item:Q1413286"
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The following pages link to Risk measures and insurance premium principles. (Q1413286):
Displaying 12 items.
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Measures of risk (Q704052) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- A quantile regression approach for the analysis of the diversification in non-life premium risk (Q2153633) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
- Reinsurance premium principles based on weighted loss functions (Q5242235) (← links)
