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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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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
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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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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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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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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