Narrow search
Showing 1 - 10 of 124
Cover Image
Risk measures, distortion parameters, and their empirical estimation
Jones, Bruce L.; Zitikis, Ričardas - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
Cover Image
Monotone and cash-invariant convex functions and hulls
Filipović, Damir; Kupper, Michael - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003755653
Cover Image
Extending dynamic convex risk measures from discrete time to continuous time : a convergence approach
Stadje, Mitja - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 391-404
Persistent link: https://www.econbiz.de/10008747001
Cover Image
Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Cover Image
Risk measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G.; Kountzakis, Christos E. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 111-122
Persistent link: https://www.econbiz.de/10008839752
Cover Image
The strictest common relaxation of a family of risk measures
Roorda, Berend; Schumacher, Johannes M. - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10008839771
Cover Image
Weighted premium calculation principles
Furman, Edward; Zitikis, Ričardas - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 459-465
Persistent link: https://www.econbiz.de/10003682584
Cover Image
Bias correction for estimated distortion risk measure using the bootstrap
Kim, Joseph H. T. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 198-205
Persistent link: https://www.econbiz.de/10008654254
Cover Image
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
Cover Image
Stochastic comparisons of distorted variability measures
Sordo, Miguel A.; Suárez-Llorens, Alfonso - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 11-17
Persistent link: https://www.econbiz.de/10009157457