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Laeven, Roger J. A.
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ECONIS (ZBW)
124
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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