Journal of Financial Risk Management

Journal of Financial Risk Management

ISSN Print: 2167-9533
ISSN Online: 2167-9541
www.scirp.org/journal/jfrm
E-mail: jfrm@scirp.org
"New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR"
written by Chuancun Yin, Dan Zhu,
published by Journal of Financial Risk Management, Vol.7 No.1, 2018
has been cited by the following article(s):
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[10] New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures
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[11] On quantile based co-risk measures and their estimation
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[12] Новые меры рисков «VaR в степени t» и «ES в степени t» и меры риска искажения
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[13] Methodological Considerations in the Statistical Modeling of Catastrophe Bond Prices
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[14] Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
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[15] SlideVaR: a risk measure with variable risk attitudes
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[16] An examination of the tail contribution to distortion risk measures
Sampera, GI Estany… - Journal of …, 2019
[17] A unifying approach to constrained and unconstrained optimal reinsurance
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