Pages that link to "Item:Q427961"
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The following pages link to Distortion risk measures for sums of dependent losses (Q427961):
Displaying 8 items.
- Risk measures and dependencies of risks (Q367525) (← links)
- Copula conditional tail expectation for multivariate financial risks (Q683444) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- (Q3463829) (← links)
- Distortion Risk Measures Under Skew Normal Settings (Q4558829) (← links)
- (Q5448380) (← links)