Cited by 3
Properties of the entropic risk measure EVaR in relation to selected distributions

Entropic risk measure EVaR real data testing
Volodymyr Zubchenko, Petro Zelenko
Journal  Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics Issue 1 (2025), p. 29
Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior
Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko
Journal  Methodology and Computing in Applied Probability Volume 27, Issue 2 (2025)
Modeling stationary, periodic, and long memory processes by superposed jump-driven processes
Hidekazu Yoshioka
Journal  Chaos, Solitons & Fractals Volume 188 (2024), p. 115357