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New Classes of Distortion Risk Measures and Their Estimation
Risks,
2023
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New risk measure of distortion high moments of distribution losses. Relationship with measures catastrophic risks
Управление финансовыми рисками,
2021
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New risk measures for variance distortion and catastrophic financial risk measures
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2021
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On quantile based co-risk measures and their estimation
Dependence Modeling,
2020
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New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures
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2020
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A unifying approach to constrained and unconstrained optimal reinsurance
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On Modeling Insurance Risk Pricing
SSRN Electronic Journal ,
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Analytical Approximation for the Distorted Expectations
SSRN Electronic Journal,
2015
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