12 citations · 57 across the 23 of their papers we have counts for
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q-fin.RM2020★ 2 cited
Convex Risk Measures based on Divergence
Paul Dommel, Alois Pichler
Risk measures connect probability theory or statistics to optimization, particularly to convex optimization. They are nowadays standard in applications of finance and in insurance…
q-fin.RM2013
Premiums And Reserves, Adjusted By Distortions
Alois Pichler
The net-premium principle is considered to be the most genuine and fair premium principle in actuarial applications. However, an insurance company, applying the net-premium princip…