On elicitable risk measures

Comparative and qualitative robustness for law-invariant risk measures

(2014) Volker Krätschmer et al.   FINANCE AND STOCHASTICS

Statistics and Quantitative Risk Management for Banking and Insurance

(2014) Paul Embrechts et al.   Annual Review of Statistics and Its Application

Generalized quantiles as risk measures

(2013) Fabio Bellini et al.   INSURANCE MATHEMATICS & ECONOMICS

RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

(2013) Marco Frittelli et al.   MATHEMATICAL FINANCE

Isotonicity properties of generalized quantiles

(2012) Fabio Bellini   STATISTICS & PROBABILITY LETTERS

Making and Evaluating Point Forecasts

(2011) Tilmann Gneiting   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Robustness and sensitivity analysis of risk measurement procedures

(2010) Rama Cont et al.   QUANTITATIVE FINANCE