Pages that link to "Item:Q835686"
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The following pages link to Properties of distortion risk measures (Q835686):
Displayed 12 items.
- 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)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← 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)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)