Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference31 articles.
1. Quantile uncertainty and value-at-risk model risk;Alexander;Risk Anal.,2012
2. Aggregation Functions: A Guide to Practitioners;Beliakov,2007
3. Beyond value-at-risk: GlueVaR distortion risk measures;Belles-Sampera;Risk Anal.,2014
4. Belles-Sampera, J., Guillén, M., Santolino, M., 2014b. Relationship between GlueVaR and Tail distortion risk measures. Riskcenter Working Paper.
5. The connection between distortion risk measures and ordered weighted averaging operators;Belles-Sampera;Insurance Math. Econom.,2013
Cited by
13 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献