Empirical Estimation of Risk Measures and Related Quantities

Article Properties
Cite
Jones, Bruce L., and Ričardas Zitikis. “Empirical Estimation of Risk Measures and Related Quantities”. North American Actuarial Journal, vol. 7, no. 4, 2003, pp. 44-54, https://doi.org/10.1080/10920277.2003.10596117.
Jones, B. L., & Zitikis, R. (2003). Empirical Estimation of Risk Measures and Related Quantities. North American Actuarial Journal, 7(4), 44-54. https://doi.org/10.1080/10920277.2003.10596117
Jones, Bruce L., and Ričardas Zitikis. “Empirical Estimation of Risk Measures and Related Quantities”. North American Actuarial Journal 7, no. 4 (2003): 44-54. https://doi.org/10.1080/10920277.2003.10596117.
Jones BL, Zitikis R. Empirical Estimation of Risk Measures and Related Quantities. North American Actuarial Journal. 2003;7(4):44-5.
Journal Category
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
A Class of Distortion Operators for Pricing Financial and Insurance Risks Journal of Risk and Insurance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 409 2000
Application of Coherent Risk Measures to Capital Requirements in Insurance North American Actuarial Journal
  • Social Sciences: Finance
 112 1999
An Actuarial Index of the Right-Tail Risk North American Actuarial Journal
  • Social Sciences: Finance
 73 1998
10.1111/1467-842X.00245 2002
10.1016/S0167-6687(99)00036-0 1999
Citations
Title Journal Journal Categories Citations Publication Date
A family of variability measures based on the cumulative residual entropy and distortion functions Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Generalized cumulative residual Tsallis entropy and its properties Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2023
Assessing the difference between integrated quantiles and integrated cumulative distribution functions Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems

 Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 1 2023
New Classes of Distortion Risk Measures and Their Estimation

 Risks
  • Social Sciences: Finance: Insurance
  • Social Sciences: Finance
 1 2023
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics47
Science: Mathematics46
Social Sciences: Economic theory. Demography: Economics as a science34
Social Sciences: Commerce: Business31
Social Sciences: Statistics31
Social Sciences: Finance20
Social Sciences: Finance: Insurance3
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Technology: Manufactures: Production management. Operations management1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Technology: Engineering (General). Civil engineering (General)1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Social Sciences: Sociology (General)1
The category Science: Mathematics: Probabilities. Mathematical statistics 47 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled “Empirical Estimation of Risk Measures and Related Quantities,” Bruce L. Jones and Ricǎrdas Zitikis, October 2003 and was published in 2004. The most recent citation comes from a 2024 study titled A family of variability measures based on the cumulative residual entropy and distortion functions. This article reached its peak citation in 2009, with 9 citations. It has been cited in 25 different journals, 12% of which are open access. Among related journals, the Insurance: Mathematics and Economics cited this research the most, with 24 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year