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On multivariate extensions of Conditional-Tail-Expectation
Cousin, Areski; Di Bernardino, Elena - In: Insurance / Mathematics & economics 55 (2014), pp. 272-282
Persistent link: https://www.econbiz.de/10010366166
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Orderings of coherent systems with randomized dependent components
Navarro, Jorge; Pellerey, Franco; Di Crescenzo, Antonio - In: European journal of operational research : EJOR 240 (2015) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10010491791
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On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena; Fernández-Ponce, J. M.; … - In: Insurance / Mathematics & economics 61 (2015), pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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Functional characterizations of bivariate weak SAI with an application
You, Yinping; Li, Xiaohu - In: Insurance / Mathematics & economics 64 (2015), pp. 225-231
Persistent link: https://www.econbiz.de/10011398021
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Minimal repair of failed components in coherent systems
Navarro, Jorge; Arriaza, Antonio; Suárez-Llorens, Alfonso - In: European journal of operational research : EJOR 279 (2019) 3, pp. 951-964
Persistent link: https://www.econbiz.de/10012102813
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Stochastic comparisons of replacement policies in coherent systems under minimal repair
Arriaza, Antonio; Navarro, Jorge; Suárez-Llorens, Alfonso - In: Naval research logistics : an international journal 65 (2018) 6/7, pp. 550-565
Persistent link: https://www.econbiz.de/10012166246
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On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong; Zhang, Yifei; Zhang, Yiying - In: Quantitative finance 24 (2024) 7, pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
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Systemic risk : conditional distortion risk measures
Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying - In: Insurance / Mathematics & economics 102 (2022), pp. 126-145
Persistent link: https://www.econbiz.de/10013271967