Pages that link to "Item:Q2348333"
From MaRDI portal
The following pages link to Elicitable distortion risk measures: a concise proof (Q2348333):
Displaying 9 items.
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- Joint generalized quantile and conditional tail expectation regression for insurance risk analysis (Q2038215) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)