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[1]
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New Classes of Distortion Risk Measures and Their Estimation
Risks,
2023
DOI:10.3390/risks11110194
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[2]
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New risk measure of distortion high moments of distribution losses. Relationship with measures catastrophic risks
Управление финансовыми рисками,
2021
DOI:10.36627/2221-7541-2021-4-4-302-323
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[3]
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New risk measures for variance distortion and catastrophic financial risk measures
Finance: Theory and Practice,
2021
DOI:10.26794/2587-5671-2021-25-6-165-184
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[4]
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On quantile based co-risk measures and their estimation
Dependence Modeling,
2020
DOI:10.1515/demo-2020-0021
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[5]
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New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures
Finance: Theory and Practice,
2020
DOI:10.26794/2587-5671-2020-24-6-92-107
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[6]
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A unifying approach to constrained and unconstrained optimal reinsurance
Journal of Computational and Applied Mathematics,
2019
DOI:10.1016/j.cam.2019.03.046
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[7]
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On Modeling Insurance Risk Pricing
SSRN Electronic Journal ,
2017
DOI:10.2139/ssrn.3036236
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[8]
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Analytical Approximation for the Distorted Expectations
SSRN Electronic Journal,
2015
DOI:10.2139/ssrn.2612683
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