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On a robust risk measurement approach for capital determination errors minimization
Righi, Marcelo Brutti; Müller, Fernanda Maria; … - In: Insurance / Mathematics & economics 95 (2020), pp. 199-211
Persistent link: https://www.econbiz.de/10012420135
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Star-Shaped deviations
Righi, Marcelo Brutti; Moresco, Marlon Ruoso - In: Operations research letters 50 (2022) 5, pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
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Deviation-based model risk measures
Berkhouch, Mohammed; Müller, Fernanda Maria; Lakhnati, … - In: Computational economics 59 (2022) 2, pp. 527-547
Persistent link: https://www.econbiz.de/10013169017