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1
Simple risk measure calculations for sums of positive random variables
Guillén, Montserrat
;
Sarabia, José María
;
Prieto, …
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10009785394
Saved in:
2
GlueVaR measures in capital allocation applications
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 132-137
Persistent link: https://www.econbiz.de/10010437586
Saved in:
3
The connection between distortion risk measures and ordered weighted averaging operators
Belles-Sampera, Jaume
;
Merigó Lindahl, José M.
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 411-420
Persistent link: https://www.econbiz.de/10009736092
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4
What attitudes to risk underlie distortion risk measure choices?
Belles-Sampera, Jaume
;
Guillén, Montserrat
;
Santolino, …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 101-109
Persistent link: https://www.econbiz.de/10011492606
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
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6
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia, …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
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