Pages that link to "Item:Q5140082"
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The following pages link to DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082):
Displaying 14 items.
- On quantile based co-risk measures and their estimation (Q830310) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Bowley reinsurance with asymmetric information: a first-best solution (Q5106337) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554) (← links)
- Bounds for Gini's mean difference based on first four moments, with some applications (Q6120376) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- An optimal transport-based characterization of convex order (Q6184350) (← links)
- Optimal insurance with mean-deviation measures (Q6607480) (← links)
- Robust distortion risk measures (Q6641073) (← links)
