30 maiWorst-cases of distortion riskmetrics and weighted entropy with partial information"The risk measures contain some premium principles and shortfalls based on entropy. The shortfalls include the Gini shortfall, extended...
16 maiEstimation of Generalized Tail Distortion Risk Measures with Applications in ReinsuranceNew estimators for generalized tail distortion (GTD) risk measures are proposed, based on first-order asymptotic expansions, offering...