Boonen, Tim J.; Guillen, Montserrat; Santolino, Miguel Forecasting compositional risk allocations. (English) Zbl 1419.91350 Insur. Math. Econ. 84, 79-86 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{T. J. Boonen} et al., Insur. Math. Econ. 84, 79--86 (2019; Zbl 1419.91350) Full Text: DOI Link
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel GlueVaR risk measures in capital allocation applications. (English) Zbl 1304.91092 Insur. Math. Econ. 58, 132-137 (2014). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 58, 132--137 (2014; Zbl 1304.91092) Full Text: DOI Link
Guillén, Montserrat; Sarabia, José María; Prieto, Faustino Simple risk measure calculations for sums of positive random variables. (English) Zbl 1284.60029 Insur. Math. Econ. 53, No. 1, 273-280 (2013). MSC: 60E05 91B30 62P05 PDFBibTeX XMLCite \textit{M. Guillén} et al., Insur. Math. Econ. 53, No. 1, 273--280 (2013; Zbl 1284.60029) Full Text: DOI