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RISCoherent and convex risk measures for portfolios with applications
Publisher: Elsevier Science
Year: 2014
Estimations and asymptotic behaviors of coherent entropic risk measure for sums of random variables
Publisher: Elsevier Science
Year: 2014
Asymptotics of the risk concentration based on the tail distortion risk measure
Publisher: Elsevier Science
Year: 2013
Risk measures for skew normal mixtures
Publisher: Elsevier Science
Year: 2013
Estimation of risk measures in energy portfolios using modern copula techniques
Publisher: Elsevier Science
Year: 2014
Optimal reinsurance under the Haezendonck risk measure
Publisher: Elsevier Science
Year: 2013
Stop loss order and version of risk measures in connection with inequality criteria
Year: 2018
Abstract:
Stochastic orders have shown to be useful notions in several areas of economics,
the inequality analysis, risk analysis, reliability or portfolio insurance. Since the
1970, stochastic dominance rules have ...
Stability issues in a cardiovascular circulation
Publisher: IEEE
Year: 2014