Pages that link to "Item:Q1936474"

The following pages link to Remarks on quantiles and distortion risk measures (Q1936474):

Displaying 44 items.

• Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
• What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
• Functional generalizations of Hoeffding's covariance lemma and a formula for Kendall's tau (Q504509) (← links)
• Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
• Insurance with multiple insurers: a game-theoretic approach (Q723965) (← links)
• Analytical approximation for distorted expectations (Q900958) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
• Remarks on equality of two distributions under some partial orders (Q1753351) (← links)
• Solvency II, or how to sweep the downside risk under the carpet (Q1799652) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Scenario-based risk evaluation (Q2238773) (← links)
• Markov decision processes with recursive risk measures (Q2242350) (← links)
• Optimal XL-insurance under Wasserstein-type ambiguity (Q2273974) (← links)
• A unifying approach to constrained and unconstrained optimal reinsurance (Q2315813) (← links)
• Extremes for coherent risk measures (Q2374125) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• The uncertain premium principle based on the distortion function (Q2513588) (← links)
• Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs (Q2665838) (← links)
• Portfolio risk analysis of excess of loss reinsurance (Q2670110) (← links)
• Systemic risk: conditional distortion risk measures (Q2670112) (← links)
• Preservation of transform orders under a semiparametric model and its mixture (Q2670494) (← links)
• Inf-convolution and optimal allocations for mixed-VaRs (Q2681455) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
• Characterizations of optimal reinsurance treaties: a cost-benefit approach (Q4575448) (← links)
• Ordered random vectors and equality in distribution (Q4576795) (← links)
• Quantile-Based Risk Sharing (Q4971388) (← links)
• Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
• Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS (Q5119571) (← links)
• DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
• First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
• Dynamic reinsurance in discrete time minimizing the insurer's cost of capital (Q5865315) (← links)
• Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
• Preference robust distortion risk measure and its application (Q6054458) (← links)
• Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
• Risk budgeting portfolios from simulations (Q6096628) (← links)
• Distortion risk measure under parametric ambiguity (Q6096640) (← links)
• Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)