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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
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2
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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3
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
Saved in:
4
Evolution of global inequality in human well-being : a sensitivity analysis
Jordá, Vanesa
;
Trueba, Carmen
;
Sarabia, José María
- In:
International journal of computational economics and …
5
(
2015
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10011317307
Saved in:
5
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:
6
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
Saved in:
7
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
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