Properties of Distortion Risk Measures

By Alejandro Balbás, José Garrido, Silvia Mayoral. 2009

117 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/fe2d75948eef8b21c4323ee4970876e460b1b0d9

Citations in the corpus

• On Optimal Reinsurance Policy with Distortion Risk Measures and Premiums (2014, unknown): “For more reading on distortion risk measures one can see Sereda et al. (2010), Wu and Zhou (2006), Balbás et al. (2009) and Wang et al. (1997).”