Pages that link to "Item:Q4235022"
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The following pages link to Risk-adjusted credibility premiums using distorted probabilities (Q4235022):
Displayed 15 items.
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities (Q273640) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
- Measurement of relative inequity and Yaari's dual theory of risk. (Q1413305) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Subjective risk measures: Bayesian predictive scenarios analysis (Q1962825) (← links)
- Comment on: ``On focusing, soft and strong revision of Choquet capacities and their role in statistics'' (Q2038297) (← links)
- Credibility theory based on trimming (Q2445989) (← links)
- On univariate extreme value statistics and the estimation of reinsurance premiums (Q2499825) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- A class of distortion measures generated from expectile and its estimation (Q5078121) (← links)
- New stochastic comparisons based on tail value at risk measures (Q5079272) (← links)