New Classes of Distortion Risk Measures and Their Estimation

Article Properties
  • Language
    English
  • DOI (url)
    10.3390/risks11110194
  • Publication Date
    2023/11/10
  • Journal
    Risks
  • Indian UGC (journal)
  • Refrences
    31
  • Citations
    1
  • Jungsywan H. Sepanski Department of Statistics, Actuarial and Data Sciences, Central Michigan University, Mount Pleasant, MI 48859, USA ORCID (unauthenticated)
  • Xiwen Wang Citigroup, Tampa, FL 33610, USA
Abstract
Cite
Sepanski, Jungsywan H., and Xiwen Wang. “New Classes of Distortion Risk Measures and Their Estimation”. Risks, vol. 11, no. 11, 2023, p. 194, https://doi.org/10.3390/risks11110194.
Sepanski, J. H., & Wang, X. (2023). New Classes of Distortion Risk Measures and Their Estimation. Risks, 11(11), 194. https://doi.org/10.3390/risks11110194
Sepanski, Jungsywan H., and Xiwen Wang. “New Classes of Distortion Risk Measures and Their Estimation”. Risks 11, no. 11 (2023): 194. https://doi.org/10.3390/risks11110194.
Sepanski JH, Wang X. New Classes of Distortion Risk Measures and Their Estimation. Risks. 2023;11(11):194.
Journal Categories
Social Sciences
Finance
Social Sciences
Finance
Insurance
Refrences
Title Journal Journal Categories Citations Publication Date
Preference robust distortion risk measure and its application

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 3 2023
Spectral risk measure of holding stocks in the long run

 Annals of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 3 2020
New families of bivariate copulas via unit weibull distortion

 Journal of Statistical Distributions and Applications 2 2020
Methods for generating coherent distortion risk measures 2018
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR Journal of Financial Risk Management 9 2018
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science16
Social Sciences: Statistics8
Science: Mathematics8
Social Sciences: Commerce: Business8
Science: Mathematics: Probabilities. Mathematical statistics6
Social Sciences: Finance3
The category Social Sciences: Economic theory. Demography: Economics as a science 16 is the most frequently represented among the references in this article. It primarily includes studies from Insurance: Mathematics and Economics The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Inferencing Space Travel Pricing from Mathematics of General Relativity Theory, Accounting Equation, and Economic Functions

 Mathematics
  • Science: Mathematics
  • Science: Mathematics
 2024
Citations Analysis
Category Category Repetition
Science: Mathematics1
The category Science: Mathematics 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Inferencing Space Travel Pricing from Mathematics of General Relativity Theory, Accounting Equation, and Economic Functions and was published in 2024. The most recent citation comes from a 2024 study titled Inferencing Space Travel Pricing from Mathematics of General Relativity Theory, Accounting Equation, and Economic Functions. This article reached its peak citation in 2024, with 1 citations. It has been cited in 1 different journals, 100% of which are open access. Among related journals, the Mathematics cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year