The following pages link to Miguel Santolino (Q320274):
Displaying 12 items.
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Predicting automobile claims bodily injury severity with sequential ordered logit models (Q997085) (← links)
- A finite mixture of multiple discrete distributions for modelling heaped count data (Q1654248) (← links)
- Forecasting compositional risk allocations (Q1757613) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
- Indicators for the characterization of discrete Choquet integrals (Q2629958) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- Some New Definitions of Indicators for the Choquet Integral (Q2864274) (← links)
- Median bilinear models in presence of extreme values (Q5063393) (← links)
- The Lee-Carter quantile mortality model (Q5123190) (← links)
- Fundamentals of Risk Measurement and Aggregation for Insurance Applications (Q5268459) (← links)
