Pages that link to "Item:Q1709605"
From MaRDI portal
The following pages link to Risk measures based on behavioural economics theory (Q1709605):
Displaying 10 items.
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← 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)
- Optimal reinsurance designs based on risk measures: a review (Q5880018) (← links)
- Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks (Q6171953) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
