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  1. 1
    New risk measures for variance distortion and catastrophic financial risk measures

    New risk measures for variance distortion and catastrophic financial risk measures by V. B. Minasyan

    Published 2021-12-01
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  2. 2
    New Risk Measures “<i>VaR</i> to the Power of <i>t</i>” and “<i>ES</i> to the Power of <i>t</i>” and Distortion Risk Measures

    New Risk Measures “<i>VaR</i> to the Power of <i>t</i>” and “<i>ES</i> to the Power of <i>t</i>” and Distortion Risk Measures by V. B Minasyan

    Published 2020-12-01
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  3. 3
    New Ways to Measure Catastrophic Financial Risks: “<i>VaR</i>  to the power of <i> t</i>” Measures and How to Calculate Them

    New Ways to Measure Catastrophic Financial Risks: “<i>VaR</i>  to the power of <i> t</i>” Measures and How to Calculate Them by V. B. Minasyan

    Published 2020-06-01
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