Keywords: تابع اعوجاج; C60; Value-at-Risk (vaR); Coherent risk measure; Model uncertainty; Cantelli bound; Distortion function;
مقالات ISI تابع اعوجاج (ترجمه نشده)
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Keywords: تابع اعوجاج; Stochastic distortion; Transformed copula by stochastic distortions; Time-changed process; Portfolio credit risk model; Distortion function; Copula function;
Keywords: تابع اعوجاج; Distortion function; Stochastic discount factor; Generalized local risk-neutral valuation relationship; GARCH models; Weak convergence; Stochastic volatility;
Keywords: تابع اعوجاج; Dependence; Conditional distribution; Comonotonic vectors; Stochastic orders; Conditionally increasing; Distortion function; Distorted random variables;
Keywords: تابع اعوجاج; Copula; Distorted Mix Method; Distortion function; Tail dependence coefficient; Tail dependence function;
Keywords: تابع اعوجاج; Uncertainty theory; Uncertain risk; Insurance; Distortion function; Premium principle;
A family of premium principles based on mixtures of TVaRs
Keywords: تابع اعوجاج; G220; Tail value-at-risk; Premium principle; Risk measure; Order statistics; Distortion function;
Lp-metric under the location-independent risk ordering of random variables
Keywords: تابع اعوجاج; 60E15; Distortion function; The excess wealth order; The location-independent risk order; Order statistics; Variability;
On the Lp-metric between a probability distribution and its distortion
Keywords: تابع اعوجاج; IM30; Metric; Distortion function; Variability measure; Dispersive order; Dilation order;
A method for determining risk aversion functions from uncertain market prices of risk
Keywords: تابع اعوجاج; Distortion function; Spectral measures; Risk aversion function; Maximum entropy in the mean; Inverse problems for noisy data;
A note on the connection between the Esscher-Girsanov transform and the Wang transform
Keywords: تابع اعوجاج; C02; G10; G12; 1M10; 60G44; 91B06; 91B30; 91G; Choquet integral; Distortion function; Esscher-Girsanov transform; Wang transform;
Characterizing a comonotonic random vector by the distribution of the sum of its components
Keywords: تابع اعوجاج; Convex order; Stop-loss order; Comonotonicity; Distortion risk measure; Distortion function;
Stochastic comparisons of multivariate mixtures
Keywords: تابع اعوجاج; 60E15; 60K10; 62P05Stochastic orders; Random mappings; Frailty models; Accelerated life testing procedures; Reliability theory; Distortion function
Optimal allocation of policy limits and deductibles under distortion risk measures
Keywords: تابع اعوجاج; 60E15; IM30; IE13; Comonotonicity; Distortion function; Loss frequency; Loss severity; Optimization criteria; Stochastic orders;
Asset allocation with distorted beliefs and transaction costs
Keywords: تابع اعوجاج; Knightian uncertainty; Asset allocation; Distortion function; Transaction costs
Determination of risk pricing measures from market prices of risk
Keywords: تابع اعوجاج; Distortion function; Spectral measures; Risk aversion function; Maximum entropy in the mean; Inverse problems;
A general family of NBU classes of life distributions
Keywords: تابع اعوجاج; Total time on test transform; Distortion function; Coherent system; NBU; NBU-t0; NBUT
Testing hypotheses about the equality of several risk measure values with applications in insurance
Keywords: تابع اعوجاج; IM10; IM30; Asymptotic distribution; Distortion function; Hypothesis testing; Order restricted inference; Risk measures;
2D nearly orthogonal mesh generation with controls on distortion function
Keywords: تابع اعوجاج; Mesh generation; Distortion function; Scale factor
On the closure of families of fuzzy measures under eventwise aggregations
Keywords: تابع اعوجاج; Aggregation operator; Fuzzy measure; Coherent lower probability; k-monotonicity; Multilinear extension; Distortion function;