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  • Search: subject:"variability measures"
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Year of publication
Subject
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Measurement 6 Messung 6 Risiko 5 Risk 5 Risikomaß 4 Risk measure 4 Theorie 4 Theory 4 Cumulative residual entropy 3 Entropie 3 Entropy 3 Estimation theory 3 Risikomanagement 3 Risk management 3 Schätztheorie 3 Variability measures 3 variability measures 3 Proportional hazards model 2 Ageing classes 1 Automatic continuity 1 Dispersive order 1 Distortion functions 1 Duration analysis 1 Expected shortfall 1 Expectiles 1 Gini mean difference 1 Index 1 Index number 1 Mean excess function 1 Mean residual life function 1 Portfolio selection 1 Portfolio-Management 1 Premium principle 1 Probability theory 1 Residual lifetime 1 Right-tail index 1 Risikoaversion 1 Risk aversion 1 Risk measures 1 Sensitivity analysis 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 6 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 7
Author
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Psarrakos, Georgios 3 Vliora, Polyxeni 2 Wang, Ruodu 2 Bellini, Fabio 1 Berkhouch, Mohammed 1 Fadina, Tolulope 1 Gao, Niushan 1 Lakhnati, Ghizlane 1 Lauzier, Jean-Gabriel 1 Lin, Liyuan 1 Righi, Marcelo Brutti 1 Sordo, Miguel A. 1 Toomaj, Abdolsaeed 1 Wei, Yunran 1 Xanthos, Foivos 1
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Published in...
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Insurance 3 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied mathematical finance 1 Insurance : mathematics and economics 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 7
Showing 1 - 7 of 7
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A note on continuity and asymptotic consistency of measures of risk and variability
Gao, Niushan; Xanthos, Foivos - In: ASTIN bulletin : the journal of the International … 55 (2025) 1, pp. 168-177
applies to many deviation and variability measures. We also show that an order-continuous, law-invariant functional on an …
Persistent link: https://www.econbiz.de/10015450028
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Risk sharing, measuring variability, and distortion riskmetrics
Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu - 2024
Persistent link: https://www.econbiz.de/10015073827
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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
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Parametric measures of variability induced by risk measures
Bellini, Fabio; Fadina, Tolulope; Wang, Ruodu; Wei, Yunran - In: Insurance 106 (2022), pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
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Sensitivity analysis and tail variability for the Wang's actuarial index
Psarrakos, Georgios; Vliora, Polyxeni - In: Insurance 98 (2021), pp. 147-152
Persistent link: https://www.econbiz.de/10012545279
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On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios; Sordo, Miguel A. - In: Insurance 86 (2019), pp. 232-240
Persistent link: https://www.econbiz.de/10012058865
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Extended Gini-type measures of risk and variability
Berkhouch, Mohammed; Lakhnati, Ghizlane; Righi, Marcelo … - In: Applied mathematical finance 25 (2018) 3/4, pp. 295-314
Persistent link: https://www.econbiz.de/10012128954
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