| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260013428 |
| 003 | | | MAP |
| 005 | | | 20260603180815.0 |
| 008 | | | 260428e20260420bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 100 | | | $0MAPA20260008110$aGong, Shuo |
| 245 | 1 | 0 | $aOn evaluation of joint risk for nonnegative multivariate risks under dependence uncertainty$cShuo Gong, Yijun Hu and Linxiao Wei |
| 520 | | | $aThe article develops a novel axiomatic approach to the evaluation of joint risk in multivariate vectors of non-negative risks under dependence uncertainty. It introduces distortion-based joint risk measures, both scalar and vector-valued, and analyses their fundamental properties. The work explicitly addresses model uncertainty through model-free frameworks and the use of copulas. In addition, it establishes formal connections with existing multivariate risk measures such as Value at Risk (VaR), Conditional Tail Expectation (CTE), and tail-based risk measures. The results provide a solid theoretical foundation for advanced risk management in insurance and finance |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20080591182$aGerencia de riesgos |
| 650 | | 4 | $0MAPA20090039629$aRiesgo actuarial |
| 650 | | 4 | $0MAPA20080557799$aDependencia |
| 650 | | 4 | $0MAPA20080604721$aAnálisis multivariante |
| 700 | 1 | | $0MAPA20260008127$aHu, Yijun |
| 700 | 1 | | $0MAPA20260008134$aWei, Linxiao |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g20/04/2026 Volumen 56 Número 2 - abril 2026 , 25 p.$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
