Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Distortion functions"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Measurement
3
Messung
3
Theorie
3
Theory
3
Distortion functions
2
Risiko
2
Risikomaß
2
Risikoprämie
2
Risk
2
Risk measure
2
Risk premium
2
WANG-transform
2
distortion functions
2
Ageing classes
1
Bayes-Statistik
1
Bayesian inference
1
Black And Sholes
1
Conic finance
1
Contingent Claim Pricing
1
Credibility
1
Cumulative residual entropy
1
Entropie
1
Entropy
1
Estimation theory
1
Insurance Pricing
1
Kolmogorov and Kantorovich metrics
1
Laplace distortion
1
Mean residual life function
1
Multivariate Analyse
1
Multivariate analysis
1
Non-expected Utility
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Probability Distortion Functions
1
Probability theory
1
Representation of distortion functions
1
Risikomanagement
1
Risikomodell
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Undetermined
1
Author
All
Junike, Gero
2
Belles-Sampera, Jaume
1
Guillaume, Florence
1
Guillén, Montserrat
1
Gómez-Déniz, E.
1
Hamada, Mahmoud
1
Leoni, Peter
1
Prieto, Faustino
1
Psarrakos, Georgios
1
Sarabia, José María
1
Schoutens, Wim
1
Sherris, Michael
1
Sordo, M. A.
1
Suárez-Llorens, A.
1
Sánchez-Sánchez, M.
1
Toomaj, Abdolsaeed
1
Vliora, Polyxeni
1
more ...
less ...
Published in...
All
Annals of finance
1
Applied Mathematical Finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Insurance : mathematics and economics
1
Scandinavian actuarial journal
1
The journal of operational risk
1
Source
All
ECONIS (ZBW)
5
RePEc
1
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A family of variability measures based on the cumulative residual entropy and
distortion
functions
Psarrakos, Georgios
;
Toomaj, Abdolsaeed
;
Vliora, Polyxeni
- In:
Insurance : mathematics and economics
114
(
2024
),
pp. 212-222
Persistent link: https://www.econbiz.de/10015049393
Saved in:
2
Representation of concave distortions and applications
Junike, Gero
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 768-783
Persistent link: https://www.econbiz.de/10012194997
Saved in:
3
Deriving robust bayesian premiums under bands of prior distributions with applications
Sánchez-Sánchez, M.
;
Sordo, M. A.
;
Suárez-Llorens, A.
; …
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 147-168
Persistent link: https://www.econbiz.de/10012105432
Saved in:
4
Implied liquidity risk premia in option markets
Guillaume, Florence
;
Junike, Gero
;
Leoni, Peter
; …
- In:
Annals of finance
15
(
2019
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
Saved in:
5
Distortion risk measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia, José María
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
6
Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
Hamada, Mahmoud
;
Sherris, Michael
- In:
Applied Mathematical Finance
10
(
2003
)
1
,
pp. 19-47
exchanges. This approach uses probability
distortion
functions
as the dual of the utility functions used in financial theory …
Persistent link: https://www.econbiz.de/10005495386
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
