Eini, Esmat Jamshidi; Khaloozadeh, Hamid Tail conditional moment for generalized skew-elliptical distributions. (English) Zbl 07484655 J. Appl. Stat. 48, No. 13-15, 2285-2305 (2021). MSC: 62Pxx PDF BibTeX XML Cite \textit{E. J. Eini} and \textit{H. Khaloozadeh}, J. Appl. Stat. 48, No. 13--15, 2285--2305 (2021; Zbl 07484655) Full Text: DOI OpenURL
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDF BibTeX XML Cite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv OpenURL
Furman, Edward; Kye, Yisub; Su, Jianxi Multiplicative background risk models: setting a course for the idiosyncratic risk factors distributed phase-type. (English) Zbl 1460.91221 Insur. Math. Econ. 96, 153-167 (2021). MSC: 91G05 91G45 PDF BibTeX XML Cite \textit{E. Furman} et al., Insur. Math. Econ. 96, 153--167 (2021; Zbl 1460.91221) Full Text: DOI OpenURL
Kim, Joseph H. T.; Kim, So-Yeun Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions. (English) Zbl 1411.91293 Insur. Math. Econ. 86, 145-157 (2019). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{J. H. T. Kim} and \textit{S.-Y. Kim}, Insur. Math. Econ. 86, 145--157 (2019; Zbl 1411.91293) Full Text: DOI OpenURL
Ignatieva, Katja; Landsman, Zinoviy Conditional tail risk measures for the skewed generalised hyperbolic family. (English) Zbl 1411.91510 Insur. Math. Econ. 86, 98-114 (2019). MSC: 91G10 91G70 62P05 62E10 PDF BibTeX XML Cite \textit{K. Ignatieva} and \textit{Z. Landsman}, Insur. Math. Econ. 86, 98--114 (2019; Zbl 1411.91510) Full Text: DOI OpenURL
Shushi, Tomer The generalized exponential family of distributions and its characteristics. (English) Zbl 07416394 Commun. Stat., Theory Methods 47, No. 10, 2520-2526 (2018). MSC: 62-XX 60E05 62E15 62E10 PDF BibTeX XML Cite \textit{T. Shushi}, Commun. Stat., Theory Methods 47, No. 10, 2520--2526 (2018; Zbl 07416394) Full Text: DOI OpenURL
Landsman, Zinoviy; Valdez, Emiliano A. The tail Stein’s identity with applications to risk measures. (English) Zbl 1414.91210 N. Am. Actuar. J. 20, No. 4, 313-326 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{E. A. Valdez}, N. Am. Actuar. J. 20, No. 4, 313--326 (2016; Zbl 1414.91210) Full Text: DOI OpenURL
Landsman, Zinoviy; Makov, Udi; Shushi, Tomer Tail conditional moments for elliptical and log-elliptical distributions. (English) Zbl 1371.60041 Insur. Math. Econ. 71, 179-188 (2016). MSC: 60E05 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Landsman} et al., Insur. Math. Econ. 71, 179--188 (2016; Zbl 1371.60041) Full Text: DOI OpenURL
Kim, Joseph H. T.; Jeon, Yongho Credibility theory based on trimming. (English) Zbl 1284.91245 Insur. Math. Econ. 53, No. 1, 36-47 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{J. H. T. Kim} and \textit{Y. Jeon}, Insur. Math. Econ. 53, No. 1, 36--47 (2013; Zbl 1284.91245) Full Text: DOI OpenURL
Kim, Joseph H. T. Bias correction for estimated distortion risk measure using the bootstrap. (English) Zbl 1231.62187 Insur. Math. Econ. 47, No. 2, 198-205 (2010). MSC: 62P05 91G10 62F40 65C60 PDF BibTeX XML Cite \textit{J. H. T. Kim}, Insur. Math. Econ. 47, No. 2, 198--205 (2010; Zbl 1231.62187) Full Text: DOI OpenURL