Guillen, Montserrat; Bolancé, Catalina; Santolino, Miguel Fundamentals of risk measurement and aggregation for insurance applications. (English) Zbl 1364.91069 Torra, Vicenç (ed.) et al., Modeling decisions for artificial intelligence. 13th international conference, MDAI 2016, Sant Julià de Lòria, Andorra, September 19–21, 2016. Proceedings. Cham: Springer (ISBN 978-3-319-45655-3/pbk; 978-3-319-45656-0/ebook). Lecture Notes in Computer Science 9880. Lecture Notes in Artificial Intelligence, 15-25 (2016). MSC: 91B30 91G70 PDFBibTeX XMLCite \textit{M. Guillen} et al., Lect. Notes Comput. Sci. 9880, 15--25 (2016; Zbl 1364.91069) Full Text: DOI
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel The use of flexible quantile-based measures in risk assessment. (English) Zbl 1365.62400 Commun. Stat., Theory Methods 45, No. 6, 1670-1681 (2016). MSC: 62P05 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Commun. Stat., Theory Methods 45, No. 6, 1670--1681 (2016; Zbl 1365.62400) Full Text: DOI Link
Belles-Sampera, Jaume; Guillén, Montserrat; Santolino, Miguel GlueVaR risk measures in capital allocation applications. (English) Zbl 1304.91092 Insur. Math. Econ. 58, 132-137 (2014). MSC: 91G70 91B30 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 58, 132--137 (2014; Zbl 1304.91092) Full Text: DOI Link
Belles-Sampera, Jaume; Merigó, José M.; Guillén, Montserrat; Santolino, Miguel The connection between distortion risk measures and ordered weighted averaging operators. (English) Zbl 1284.91204 Insur. Math. Econ. 52, No. 2, 411-420 (2013). MSC: 91B30 03E72 68T37 PDFBibTeX XMLCite \textit{J. Belles-Sampera} et al., Insur. Math. Econ. 52, No. 2, 411--420 (2013; Zbl 1284.91204) Full Text: DOI Link