Pages that link to "Item:Q2364013"

The following pages link to Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013):

Displaying 11 items.

• Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
• Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
• Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
• Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure (Q2234769) (← links)
• Asymptotics of multivariate conditional risk measures for Gaussian risks (Q2415978) (← links)
• A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
• The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution (Q6569185) (← links)
• Revisit optimal reinsurance under a new distortion risk measure (Q6579736) (← links)