the present paper we call such combinations ‘coupled risk measures' and develop a statistical inferential theory for them … absolute and relative distortion risk measures, weighted premium calculation principles, as well as for many indices of …Considerable literature has been devoted to developing statistical inferential results for risk measures, especially …

investment's Value-at-Risk as a reasonable calculation of the worst threat an action appears to make possible, and its return … offer. In exploring the extension of the Value-at-Risk approach from applications to investments in financial assets to … applications to investments in real assets, the properties of Value-at-Risk as a risk measure are reviewed. Recognizing that Value-at-Risk …