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Search: subject:"distortion risk measure"
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Risikomaß
39
Risk measure
39
Risiko
35
Risk
34
Messung
32
Measurement
31
Distortion risk measure
28
Theorie
28
Theory
27
Portfolio selection
24
Portfolio-Management
24
distortion risk measure
24
Risikomodell
22
Risk model
22
Risikomanagement
17
Risk management
17
Reinsurance
13
Rückversicherung
13
Robustes Verfahren
7
Coherent risk measure
6
Estimation theory
6
Robust statistics
6
Schätztheorie
6
Statistische Verteilung
6
Choquet integral
5
Decision under risk
5
Entscheidung unter Risiko
5
Optimal reinsurance
5
Risk aversion
5
Statistical distribution
5
Adverse Selektion
4
Adverse selection
4
Capital allocation
4
Choquet expected utility
4
Convex risk measure
4
Mathematical programming
4
Mathematische Optimierung
4
Optimal insurance
4
Risikoaversion
4
VaR
4
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Undetermined
41
Free
17
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Article
54
Book / Working Paper
7
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Article in journal
38
Aufsatz in Zeitschrift
38
Working Paper
3
Article
2
Arbeitspapier
1
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English
47
Undetermined
13
Polish
1
Author
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Boonen, Tim J.
8
Jiang, Wenjun
6
Krätschmer, Volker
5
Zhang, Yiying
5
Zähle, Henryk
5
Cai, Jun
4
Cheung, Ka Chun
4
Asimit, Alexandru V.
3
Assa, Hirbod
3
Bazovkin, Pavel
3
Grigorova, Miryana
3
Mao, Tiantian
3
Vernic, Raluca
3
Yin, Chuancun
3
Belles-Sampera, Jaume
2
Brahimi, Brahim
2
Cui, Wei
2
Guillén, Montserrat
2
Ken Seng Tan
2
Liu, Haiyan
2
Santolino, Miguel
2
Schied, Alexander
2
Xu, Huifu
2
Yam, Sheung Chi Phillip
2
Yang, Jingping
2
Zhu, Dan
2
Zhuang, Sheng Chao
2
Zitikis, Riċardas
2
Abdelli, Jihane
1
Asimit, Alexandru
1
Bertoli-Barsotti, Lucio
1
Escobar, Marcos
1
Fu, Michael
1
Glynn, Peter W.
1
Godin, Frédéric
1
Goovaerts, Marc
1
He, Wanting
1
Hou, Yanxi
1
Hu, Jian-Qiang
1
Hu, Taizhong
1
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HAL
2
Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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Insurance
13
Insurance: Mathematics and Economics
8
European journal of operational research : EJOR
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Insurance : mathematics and economics
3
Risks
3
Scandinavian actuarial journal
3
Discussion Papers in Econometrics and Statistics
2
Finance and stochastics
2
Mathematics of operations research
2
Risks : open access journal
2
Statistics & Risk Modeling
2
Working Papers / HAL
2
Computational management science
1
Discussion papers in econometrics and statistics
1
Finance and Stochastics
1
INFORMS journal on computing : JOC
1
Journal of mathematical economics
1
Journal of mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations Research and Decisions
1
Operations research
1
SFB 649 Discussion Paper
1
SFB 649 Discussion Papers
1
Statistics & Probability Letters
1
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ECONIS (ZBW)
39
RePEc
17
EconStor
4
Other ZBW resources
1
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1
Distributionally robust insurance under the Wasserstein distance
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance : mathematics and economics
120
(
2025
),
pp. 61-78
Persistent link: https://www.econbiz.de/10015431886
Saved in:
2
Pareto-optimal insurance under robust distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
324
(
2025
)
2
,
pp. 690-705
Persistent link: https://www.econbiz.de/10015433135
Saved in:
3
Robust insurance design with distortion risk measures
Boonen, Tim J.
;
Jiang, Wenjun
- In:
European journal of operational research : EJOR
316
(
2024
)
2
,
pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
Saved in:
4
Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun
;
Liu, Fangda
;
Yin, Mingren
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
Saved in:
5
Preference robust
distortion
risk
measure
and its application
Wang, Wei
;
Xu, Huifu
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 389-434
Persistent link: https://www.econbiz.de/10014278678
Saved in:
6
Distributionally robust optimization under distorted expectations
Cai, Jun
;
Li, Jonathan Yu-Meng
;
Mao, Tiantian
- In:
Operations research
73
(
2025
)
2
,
pp. 969-985
Persistent link: https://www.econbiz.de/10015445457
Saved in:
7
Risk sharing with lambda value at risk
Liu, Peng
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 313-333
Persistent link: https://www.econbiz.de/10015211691
Saved in:
8
Random distortion risk measures
Zang, Xin
;
Jiang, Fan
;
Xia, Chenxi
;
Yang, Jingping
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 51-73
Persistent link: https://www.econbiz.de/10015066783
Saved in:
9
Worst-case risk with unspecified risk preferences
Liu, Haiyan
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 235-248
Persistent link: https://www.econbiz.de/10015066808
Saved in:
10
Extreme-case distortion risk measures : a unification and generalization of closed-form solutions
Shao, Hui
;
Zhang, Zhe George
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2341-2355
Persistent link: https://www.econbiz.de/10015197921
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