Pages that link to "Item:Q2520468"

The following pages link to A family of premium principles based on mixtures of TVaRs (Q2520468):

Displaying 11 items.

• A residual inaccuracy measure based on the relevation transform (Q683865) (← links)
• Stochastic comparisons and bounds for conditional distributions by using copula properties (Q1994046) (← links)
• Sensitivity analysis and tail variability for the Wang's actuarial index (Q2034162) (← links)
• Distortion representations of multivariate distributions (Q2082487) (← links)
• On a family of risk measures based on largest claims (Q2415968) (← links)
• On a family of risk measures based on proportional hazards models and tail probabilities (Q2415980) (← links)
• DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS (Q4629475) (← links)
• A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES (Q5140088) (← 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)
• A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)