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Stochastic distortion and its transformed copula

  • Published:2018-03 Issue: Volume:79 Page:148-166
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Lin FengORCID,Peng Liang,Xie Jiehua,Yang Jingping

Funder

National Natural Science Foundation of China

National Social Science Fund of China

Simons Foundation

CEAR at Georgia State University

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

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2. Random distortion risk measures;Insurance: Mathematics and Economics;2024-05

3. MULTIVARIATE COMPOSITE COPULAS;ASTIN Bulletin;2021-11-03

4. Tail Conditional Expectations Based on Kumaraswamy Dispersion Models;Mathematics;2021-06-24

5. Redundancy in systems with heterogeneous dependent components;European Journal of Operational Research;2021-04
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