Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information

DOI10.1016/J.INSMATHECO.2023.06.004MaRDI QIDQ6072270zbMATH OpenOpenAlexFDO

Authors Carole Bernard, Rodrigue Kazzi, Steven Vanduffel

Publication date 12 October 2023

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2023.06.004

zbMATH Keywords

convex orderingmodel riskrange value-at-riskrisk boundsunimodal distributions

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Recommendations

• Range value-at-risk bounds for unimodal distributions under partial information
• Decomposition and Characterization of Risk with a Continuum of Random Variables: Corrigendum
• Addendum to: Entropic value-at-risk: a new coherent risk measure
• Corrigendum to ``Majorization bounds for distribution functions
• Correction to: ``Higher order elicitability and Osband's principle

Cites work

• Range value-at-risk bounds for unimodal distributions under partial information
• Stochastic orders

Cited in

(7)

• Corrigendum to ``Majorization bounds for distribution functions
• Addendum to: Entropic value-at-risk: a new coherent risk measure
• Correction to: ``Higher order elicitability and Osband's principle
• Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
• Decomposition and Characterization of Risk with a Continuum of Random Variables: Corrigendum
• Impact of Model Misspecification on the Value-at-Risk of Unimodal T-Symmetric Distributions
• Erratum: Coherent and convex risk measures for unbounded càdlàg processes

This page was built for publication: Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6072270)