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How false feedback influences decision-makers' risk preferences

Kusev, Petko; Schaik, Paul van; Teal, Joseph; Martin, Rose - In: Journal of behavioral decision making 35 (2022) 5, pp. 1-9

Persistent link: https://www.econbiz.de/10013464452

Generalized quantiles as risk measures

Bellini, Fabio; Klar, Bernhard; Müller, Alfred; … - In: Insurance / Mathematics & economics 54 (2014), pp. 41-48

Persistent link: https://www.econbiz.de/10010259683

Multivariate geometric expectiles

Herrmann, Klaus J.; Hofert, Marius; Mailhot, Mélina - In: Scandinavian actuarial journal (2018) 7, pp. 629-659

Persistent link: https://www.econbiz.de/10011939715

Worst-case risk with unspecified risk preferences

Liu, Haiyan - In: Insurance : mathematics and economics 116 (2024), pp. 235-248

Persistent link: https://www.econbiz.de/10015066808

Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime

Brahimi, Brahim; Abdelli, Jihane - In: Insurance / Mathematics & economics 70 (2016), pp. 135-143

Persistent link: https://www.econbiz.de/10011597203

Optimal insurance contracts under distortion risk measures with ambiguity aversion

Jiang, Wenjun; Escobar, Marcos; Ren, Jiandong - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 619-646

Persistent link: https://www.econbiz.de/10012243390

Optimal reciprocal reinsurance under GlueVaR distortion risk measures

Huang, Yuxia; Yin, Chuancun - In: Journal of mathematical finance 9 (2019) 1, pp. 11-24

Persistent link: https://www.econbiz.de/10012116658

Robust insurance design with distortion risk measures

Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706

Persistent link: https://www.econbiz.de/10014575576

New classes of distortion risk measures and their estimation

Sepanski, Jungsywan; Wang, Xiwen - In: Risks : open access journal 11 (2023) 11, pp. 1-21

distribution, may contain more than one parameter. The coherency of the resulting risk measures is ensured by restricting the … exponentiated exponential and Gompertz distributions. Closed-form expressions for risk measures were derived for uniform … risk measures. We then propose a simple plug-in estimate of risk measures and conduct simulation studies to compare and …

Persistent link: https://www.econbiz.de/10014436375

Representation of concave distortions and applications

Junike, Gero - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 768-783

Persistent link: https://www.econbiz.de/10012194997