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Dynamic Capital Allocation With Distortion Risk Measures
21/21 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 21 checked references that resolve
resolves10.1111/j.1467-9965.1996.tb00119.x
CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS<sup>1</sup>
resolves10.1016/s0304-4068(02)00011-3
Conditional expectation for monotone measures, the discrete case
resolves10.1017/cbo9780511615337.008
Correlation and Dependence in Risk Management: Properties and Pitfalls
resolves10.1016/s0167-6687(03)00137-9
Risk capital allocation and cooperative pricing of insurance liabilities
resolves10.1080/03461238.1998.10413999
Risk-adjusted credibility premiums using distorted probabilities
resolves10.1016/s0167-6687(98)00017-1
Families of update rules for non-additive measures: Applications in pricing risks
The 4 references without a DOI — listed, not checked
no DOI — not checkedDistorted probabilities and insurance premiums
no DOI — not checkedref14
no DOI — not checkedref16
no DOI — not checkedref17
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