TY  - GEN 
AU  - Castaño Martínez, Antonia
AU  - Pigueiras Voces, Gema
AU  - Sordo Díaz, Miguel Ángel
A4  - Estadística e Investigación Operativa
PY  - 2019
SN  - 0167-6687
UR  - http://hdl.handle.net/10498/33388
AB  - Given a set of n >= 2 independent and identically distributed claims, the
expected average of the n−i largest claims, with 0 <= i<= n−1, is shown
to be a distortion risk measure with concave distortion function that
can be represented in terms of...
LA  - eng
PB  - ELSEVIER
KW  - risk measure
KW  - premium principle
KW  - order statistics
KW  - stop-loss order
KW  - excess-wealth order
KW  - reinsurance
TI  - On a family of risk measures based on largest claims
DO  - 10.1016/J.INSMATHECO.2019.02.003
ER  -