Dhaene, Jan; Laeven, Roger J. A.; Zhang, Yiying Systemic risk: conditional distortion risk measures. (English) Zbl 07487250 Insur. Math. Econ. 102, 126-145 (2022). MSC: 91G45 91G70 62H05 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 102, 126--145 (2022; Zbl 07487250) Full Text: DOI arXiv OpenURL
Cheung, Ka Chun; Phillip Yam, Sheung Chi; Yuen, Fei Lung; Zhang, Yiying Concave distortion risk minimizing reinsurance design under adverse selection. (English) Zbl 1435.91142 Insur. Math. Econ. 91, 155-165 (2020). MSC: 91G05 91B43 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 91, 155--165 (2020; Zbl 1435.91142) Full Text: DOI OpenURL
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Risk-adjusted bowley reinsurance under distorted probabilities. (English) Zbl 1411.91272 Insur. Math. Econ. 86, 64-72 (2019). MSC: 91B30 91A65 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Insur. Math. Econ. 86, 64--72 (2019; Zbl 1411.91272) Full Text: DOI OpenURL
Amini-Seresht, Ebrahim; Zhang, Yiying; Balakrishnan, Narayanaswamy Stochastic comparisons of coherent systems under different random environments. (English) Zbl 1403.90256 J. Appl. Probab. 55, No. 2, 459-472 (2018). MSC: 90B25 60E15 60K10 PDF BibTeX XML Cite \textit{E. Amini-Seresht} et al., J. Appl. Probab. 55, No. 2, 459--472 (2018; Zbl 1403.90256) Full Text: DOI OpenURL
Lin, Feng; Peng, Liang; Xie, Jiehua; Yang, Jingping Stochastic distortion and its transformed copula. (English) Zbl 1401.91548 Insur. Math. Econ. 79, 148-166 (2018). MSC: 91G40 62H05 62P05 60G99 PDF BibTeX XML Cite \textit{F. Lin} et al., Insur. Math. Econ. 79, 148--166 (2018; Zbl 1401.91548) Full Text: DOI OpenURL
Schumacher, Johannes M. Distortion risk measures, ROC curves, and distortion divergence. (English) Zbl 1392.62312 Stat. Risk. Model. 35, No. 1-2, 35-50 (2018). MSC: 62P05 91B30 91G70 PDF BibTeX XML Cite \textit{J. M. Schumacher}, Stat. Risk. Model. 35, No. 1--2, 35--50 (2018; Zbl 1392.62312) Full Text: DOI Link OpenURL
Burkschat, M.; Navarro, J. Stochastic comparisons of systems based on sequential order statistics via properties of distorted distributions. (English) Zbl 1411.60031 Probab. Eng. Inf. Sci. 32, No. 2, 246-274 (2018). MSC: 60E15 62G30 62N05 90B25 PDF BibTeX XML Cite \textit{M. Burkschat} and \textit{J. Navarro}, Probab. Eng. Inf. Sci. 32, No. 2, 246--274 (2017; Zbl 1411.60031) Full Text: DOI OpenURL
Navarro, Jorge; del Águila, Yolanda Stochastic comparisons of distorted distributions, coherent systems and mixtures with ordered components. (English) Zbl 1416.62445 Metrika 80, No. 6-8, 627-648 (2017). MSC: 62K10 60E15 90B25 PDF BibTeX XML Cite \textit{J. Navarro} and \textit{Y. del Águila}, Metrika 80, No. 6--8, 627--648 (2017; Zbl 1416.62445) Full Text: DOI OpenURL
Kang, Dian-tong Some new results on the LQE ordering. (English) Zbl 07037218 Stat. Methodol. 32, 218-235 (2016). MSC: 60E15 62N05 62E10 PDF BibTeX XML Cite \textit{D.-t. Kang}, Stat. Methodol. 32, 218--235 (2016; Zbl 07037218) Full Text: DOI OpenURL
Navarro, Jorge; del Águila, Yolanda; Sordo, Miguel A.; Suárez-Llorens, Alfonso Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems. (English) Zbl 1371.60046 Methodol. Comput. Appl. Probab. 18, No. 2, 529-545 (2016). MSC: 60E15 62K10 90B25 PDF BibTeX XML Cite \textit{J. Navarro} et al., Methodol. Comput. Appl. Probab. 18, No. 2, 529--545 (2016; Zbl 1371.60046) Full Text: DOI OpenURL
Samaniego, Francisco J.; Navarro, Jorge On comparing coherent systems with heterogeneous components. (English) Zbl 1336.60034 Adv. Appl. Probab. 48, No. 1, 88-111 (2016). MSC: 60E15 60K10 PDF BibTeX XML Cite \textit{F. J. Samaniego} and \textit{J. Navarro}, Adv. Appl. Probab. 48, No. 1, 88--111 (2016; Zbl 1336.60034) Full Text: DOI Euclid Link OpenURL
Tian, Weizhong; Wang, Tonghui; Hu, Liangjian; Tran, Hien D. Distortion risk measures under skew normal settings. (English) Zbl 1418.91614 Huynh, Van-Nam (ed.) et al., Econometrics of risk. Cham: Springer. Stud. Comput. Intell. 583, 135-148 (2015). MSC: 91G70 PDF BibTeX XML Cite \textit{W. Tian} et al., Stud. Comput. Intell. 583, 135--148 (2015; Zbl 1418.91614) Full Text: DOI OpenURL
Hürlimann, Werner On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. (English) Zbl 1431.91442 ASTIN Bull. 44, No. 3, 613-633 (2014). MSC: 91G70 62H05 62P05 PDF BibTeX XML Cite \textit{W. Hürlimann}, ASTIN Bull. 44, No. 3, 613--633 (2014; Zbl 1431.91442) Full Text: DOI Link OpenURL
Nadarajah, Saralees; Zhang, Bo; Chan, Stephen Estimation methods for expected shortfall. (English) Zbl 1294.91196 Quant. Finance 14, No. 2, 271-291 (2014). MSC: 91G70 91-02 62P05 91B30 PDF BibTeX XML Cite \textit{S. Nadarajah} et al., Quant. Finance 14, No. 2, 271--291 (2014; Zbl 1294.91196) Full Text: DOI OpenURL
Li, Baokun; Wang, Tonghui; Tian, Weizhong Risk measures and asset pricing models with new versions of Wang transform. (English) Zbl 1322.91054 Huynh, Van-Nam (ed.) et al., Uncertainty analysis in econometrics with applications. Proceedings of the sixth international conference of the Thailand Econometric Society, TES 2013, Chiang Mai, Thailand, January 10–11, 2013. Berlin: Springer (ISBN 978-3-642-35442-7/pbk; 978-3-642-35443-4/ebook). Advances in Intelligent Systems and Computing 200, 155-167 (2013). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{B. Li} et al., Adv. Intell. Syst. Comput. 200, 155--167 (2013; Zbl 1322.91054) Full Text: DOI OpenURL
Bellini, Fabio; Caperdoni, Camilla Coherent distortion risk measures and higher-order stochastic dominances. (English) Zbl 1480.91323 N. Am. Actuar. J. 11, No. 2, 35-42 (2007). MSC: 91G70 60E15 PDF BibTeX XML Cite \textit{F. Bellini} and \textit{C. Caperdoni}, N. Am. Actuar. J. 11, No. 2, 35--42 (2007; Zbl 1480.91323) Full Text: DOI OpenURL
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI OpenURL