New risk measures for variance distortion and catastrophic financial risk measures

In recent years, expectation distortion risk measures have been widely used in financial and insurance applications due to their attractive properties. The author introduced two new classes of financial risk measures “VaR raised to the power of t” and “ES raised to the power of t” in his works and a...

Deskribapen osoa

Xehetasun bibliografikoak

Egile nagusia:	V. B. Minasyan
Formatua:	Artigo
Hizkuntza:	Russo
Argitaratua:	Government of the Russian Federation, Financial University 2021-12-01
Saila:	Финансы: теория и практика
Gaiak:	catastrophic financial risks expectation distortion risk measures variance distortion risk measures, distortion functions composite method coherent financial risk measures “var raised to the power of t” risk measures “es raised to the power of t” risk measures
Sarrera elektronikoa:	https://financetp.fa.ru/jour/article/view/1387
Etiketak:	Etiketa erantsi Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!