Miguel Santolino

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5063393	2022-03-21	Paper
The Lee-Carter quantile mortality model	2020-09-28	Paper
Forecasting compositional risk allocations	2019-01-15	Paper
A finite mixture of multiple discrete distributions for modelling heaped count data	2018-08-07	Paper
Fundamentals of Risk Measurement and Aggregation for Insurance Applications	2017-06-20	Paper
What attitudes to risk underlie distortion risk measure choices?	2016-10-06	Paper
Indicators for the characterization of discrete Choquet integrals	2016-07-08	Paper
The use of flexible quantile-based measures in risk assessment	2016-05-25	Paper
GlueVaR risk measures in capital allocation applications	2015-01-28	Paper
The connection between distortion risk measures and ordered weighted averaging operators	2014-04-03	Paper
Some New Definitions of Indicators for the Choquet Integral	2013-12-06	Paper
Predicting automobile claims bodily injury severity with sequential ordered logit models	2007-07-19	Paper

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