Psarrakos, Georgios; Sordo, Miguel A. On a family of risk measures based on proportional hazards models and tail probabilities. (English) Zbl 1411.91309 Insur. Math. Econ. 86, 232-240 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{M. A. Sordo}, Insur. Math. Econ. 86, 232--240 (2019; Zbl 1411.91309) Full Text: DOI
Sordo, Miguel A.; Castaño-Martínez, Antonia; Pigueiras, Gema A family of premium principles based on mixtures of TVaRs. (English) Zbl 1373.62531 Insur. Math. Econ. 70, 397-405 (2016). MSC: 62P05 60E15 62B10 91B30 PDFBibTeX XMLCite \textit{M. A. Sordo} et al., Insur. Math. Econ. 70, 397--405 (2016; Zbl 1373.62531) Full Text: DOI