Pages that link to "Item:Q704405"
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The following pages link to Dynamic capital allocation with distortion risk measures (Q704405):
Displaying 31 items.
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors (Q984903) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- Variance allocation and Shapley value (Q1617328) (← links)
- Euler allocations in the presence of nonlinear reinsurance: comment on Major (2018) (Q1622506) (← links)
- Distortion risk measures, ROC curves, and distortion divergence (Q1688727) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- Distortion measures and homogeneous financial derivatives (Q1742711) (← links)
- Stochastic distortion and its transformed copula (Q1742719) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- Pooling Risk Games (Q5012897) (← links)
- Weighted Pricing Functionals With Applications to Insurance (Q5029087) (← links)
- Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation (Q5077233) (← links)
- Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model (Q5087951) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Equilibrium Pricing of General Insurance Policies (Q5168696) (← links)
- Representation of concave distortions and applications (Q5242229) (← links)
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181) (← links)
- First- and Second-order Asymptotics for the Tail Distortion Risk Measure of Extreme Risks (Q5249207) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)