Pages that link to "Item:Q835686"

The following pages link to Properties of distortion risk measures (Q835686):

Displaying 25 items.

• Lorenz-generated bivariate Archimedean copulas (Q828045) (← links)
• Risk management under a prudential policy (Q894207) (← links)
• On Pareto-optimal reinsurance with constraints under distortion risk measures (Q1616057) (← links)
• Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
• Implied liquidity risk premia in option markets (Q2000692) (← links)
• Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
• Tail distortion risk measure for portfolio with multivariate regularly variation (Q2141740) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
• Concave distortion risk minimizing reinsurance design under adverse selection (Q2306100) (← links)
• Behavioral premium principles (Q2331011) (← links)
• On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
• Risk-adjusted bowley reinsurance under distorted probabilities (Q2415964) (← links)
• Asymptotics of the risk concentration based on the tail distortion risk measure (Q2439644) (← links)
• The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
• GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
• Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures? (Q2514615) (← links)
• A family of premium principles based on mixtures of TVaRs (Q2520468) (← links)
• Pareto-optimal reinsurance policies with maximal synergy (Q2656997) (← links)
• \( \tau \)-value for risk capital allocation problems (Q2661559) (← links)
• Systemic risk: conditional distortion risk measures (Q2670112) (← links)
• Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses (Q2691431) (← links)
• The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
• How distorting the trajectories of quantum particles shapes the statistical properties of their ensemble (Q6174287) (← links)