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2016

2016

Understanding the attitude to risk implicit within a risk measure sheds some light on the way in which decision makers perceive… Expand

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2015

2015

- Yanting Zheng, Wei Cui, Jingping Yang
- J. Systems Science & Complexity
- 2015

This paper discusses optimal reinsurance strategy by minimizing insurer’s risk under one general risk measure: Distortion risk… Expand

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2014

2014

For the class of distortion risk measures, a natural estimator has the form of L-statistics. In this article, we investigate the… Expand

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2014

2014

- Hirbod Assa
- 2014

In this paper, we consider the problem of optimal reinsurance design, when the risk is measured by a distortion risk measure and… Expand

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2014

2013

2013

- Wei Cui, Jingping Yang, Lan Lan Wu
- 2013

Recently the optimal reinsurance strategy concerning the insurer’s risk attitude and the reinsurance premium principle has been… Expand

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2010

2010

- Joseph H. T. Kim
- 2010

The bias of the empirical estimate of a given risk measure has recently been of interest in the risk management literature. In… Expand

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2008

2008

The current literature does not reach a consensus on which risk measures should be used in practice. Our objective is to give at… Expand

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2007

2002

2002

- Mary R. Hardy
- 2002

In this paper it is proved that a concave distortion function is a necessary and sufficient condition for coherence, and a… Expand

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