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Comparison of risks based on the expected proportional shortfall
Belzunce, Félix; Pinar, José F.; Ruiz, José M.; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 292-302
Persistent link: https://www.econbiz.de/10009669659
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Comparing tail variabilities of risks by means of the excess wealth order
Sordo, Miguel A. - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 466-469
Persistent link: https://www.econbiz.de/10009517547
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A family of premium principles based on mixtures of TVaRs
Sordo, Miguel A.; Castaño-Martínez, Antonia; … - In: Insurance / Mathematics & economics 70 (2016), pp. 397-405
Persistent link: https://www.econbiz.de/10011597338
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On a family of risk measures based on proportional hazards models and tail probabilities
Psarrakos, Georgios; Sordo, Miguel A. - In: Insurance / Mathematics & economics 86 (2019), pp. 232-240
Persistent link: https://www.econbiz.de/10012058865