Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949564271> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2949564271 abstract "We introduce and explore Gini-type measures of risk and variability, and develop the corresponding economic capital allocation rules. The new measures are coherent, additive for co-monotonic risks, convenient computationally, and require only finiteness of the mean. To elucidate our theoretical considerations, we derive closed-form expressions for several parametric families of distributions that are of interest in insurance and finance, and further apply our findings to a risk portfolio of a bancassurance company." @default.
- W2949564271 created "2019-06-27" @default.
- W2949564271 creator A5032727911 @default.
- W2949564271 creator A5047573238 @default.
- W2949564271 creator A5082140259 @default.
- W2949564271 date "2016-01-01" @default.
- W2949564271 modified "2023-09-28" @default.
- W2949564271 title "Gini-Type Measures of Risk and Variability: Gini Shortfall, Capital Allocations, and Heavy-Tailed Risks" @default.
- W2949564271 cites W1486650488 @default.
- W2949564271 cites W1542184596 @default.
- W2949564271 cites W1548930199 @default.
- W2949564271 cites W1579549043 @default.
- W2949564271 cites W1695333790 @default.
- W2949564271 cites W1988285751 @default.
- W2949564271 cites W2031758978 @default.
- W2949564271 cites W2109588405 @default.
- W2949564271 cites W2122861691 @default.
- W2949564271 cites W2140843145 @default.
- W2949564271 cites W2971012313 @default.
- W2949564271 cites W3123007653 @default.
- W2949564271 cites W578656461 @default.
- W2949564271 cites W645573447 @default.
- W2949564271 doi "https://doi.org/10.2139/ssrn.2836281" @default.
- W2949564271 hasPublicationYear "2016" @default.
- W2949564271 type Work @default.
- W2949564271 sameAs 2949564271 @default.
- W2949564271 citedByCount "1" @default.
- W2949564271 countsByYear W29495642712021 @default.
- W2949564271 crossrefType "journal-article" @default.
- W2949564271 hasAuthorship W2949564271A5032727911 @default.
- W2949564271 hasAuthorship W2949564271A5047573238 @default.
- W2949564271 hasAuthorship W2949564271A5082140259 @default.
- W2949564271 hasBestOaLocation W29495642712 @default.
- W2949564271 hasConcept C106159729 @default.
- W2949564271 hasConcept C149782125 @default.
- W2949564271 hasConcept C162118730 @default.
- W2949564271 hasConcept C162324750 @default.
- W2949564271 hasConcept C166957645 @default.
- W2949564271 hasConcept C175444787 @default.
- W2949564271 hasConcept C205649164 @default.
- W2949564271 hasConcept C2780821815 @default.
- W2949564271 hasConcept C2864544 @default.
- W2949564271 hasConcept C29122968 @default.
- W2949564271 hasConcept C5496284 @default.
- W2949564271 hasConcept C73858035 @default.
- W2949564271 hasConcept C83646750 @default.
- W2949564271 hasConceptScore W2949564271C106159729 @default.
- W2949564271 hasConceptScore W2949564271C149782125 @default.
- W2949564271 hasConceptScore W2949564271C162118730 @default.
- W2949564271 hasConceptScore W2949564271C162324750 @default.
- W2949564271 hasConceptScore W2949564271C166957645 @default.
- W2949564271 hasConceptScore W2949564271C175444787 @default.
- W2949564271 hasConceptScore W2949564271C205649164 @default.
- W2949564271 hasConceptScore W2949564271C2780821815 @default.
- W2949564271 hasConceptScore W2949564271C2864544 @default.
- W2949564271 hasConceptScore W2949564271C29122968 @default.
- W2949564271 hasConceptScore W2949564271C5496284 @default.
- W2949564271 hasConceptScore W2949564271C73858035 @default.
- W2949564271 hasConceptScore W2949564271C83646750 @default.
- W2949564271 hasLocation W29495642711 @default.
- W2949564271 hasLocation W29495642712 @default.
- W2949564271 hasOpenAccess W2949564271 @default.
- W2949564271 hasPrimaryLocation W29495642711 @default.
- W2949564271 hasRelatedWork W1579938706 @default.
- W2949564271 hasRelatedWork W1972191795 @default.
- W2949564271 hasRelatedWork W1981857205 @default.
- W2949564271 hasRelatedWork W1993752313 @default.
- W2949564271 hasRelatedWork W2052231060 @default.
- W2949564271 hasRelatedWork W2057309103 @default.
- W2949564271 hasRelatedWork W2065966535 @default.
- W2949564271 hasRelatedWork W2122366908 @default.
- W2949564271 hasRelatedWork W2123839562 @default.
- W2949564271 hasRelatedWork W2514542780 @default.
- W2949564271 hasRelatedWork W2519987729 @default.
- W2949564271 hasRelatedWork W3005825687 @default.
- W2949564271 hasRelatedWork W3006962336 @default.
- W2949564271 hasRelatedWork W3010527423 @default.
- W2949564271 hasRelatedWork W3093575693 @default.
- W2949564271 hasRelatedWork W3121324743 @default.
- W2949564271 hasRelatedWork W3125085132 @default.
- W2949564271 hasRelatedWork W3125533284 @default.
- W2949564271 hasRelatedWork W3173387737 @default.
- W2949564271 hasRelatedWork W1602591907 @default.
- W2949564271 isParatext "false" @default.
- W2949564271 isRetracted "false" @default.
- W2949564271 magId "2949564271" @default.
- W2949564271 workType "article" @default.