1. آقا محمدی، ع . و سجودی، م. (۱۳۹۵). برآورد معیارهای ریسک ارزش در معرض خطر و میانگین ارزش در معرض خطر با استفاده از مدل رگرسیونی چندکی ترکیبی. مجله علوم آماری، ۱۰(۲)،۲۰۲-۱۸۵. 2. حسین زاده، ر. و کشاورز، ه. (۱۴۰۲) اثرات بلندمدت و کوتاه مدت ریسک اقتصادی و مالی بر توزیع درآمد: رهیافت، تحلیل های اقتصادی توسعه ایران، ۹(۳)،۴۶-۲۷. 3. Aghamohammadi, A. and Sojodi, M. (2017). Estimation of risk measures value at risk and average value at risk using mixed quantile regression model. Journal of Statistical Sciences - Scientific Research Journal of the Iranian Statistical Association, 10(2), 185-202. [ DOI:10.18869/acadpub.jss.10.2.185] 4. Hosseinzadeh, R. and Keshavarz, H. (2023). Long-term and short-term effects of economic and financial risk on income distribution: ARDL PANEL approach. Economic analyzes of Iran's development, 9(3), 27-46. 5. Artzner, P., Delbaen, F., Eber, J. M. and Heath, D. (1999), Coherent measures of risk, Mathematical Finance, 9(3), 203-228. [ DOI:10.1111/1467-9965.00068] 6. Berkhouch, M., Lakhnati, G. and Righi, M. B. (2018), Extended Gini-type measures of risk and variability, Mathematical Finance, 25(3), 295-314. [ DOI:10.1080/1350486X.2018.1538806] 7. Behdani, Z. and Mohtashami Borzadaran, G. R. (2022), Connected aspects of risk measure and inequality indices with reliability concepts, Statistica Applicata-Italian Journal of Applied Statistics, 34(3), 0034-015. 8. Bonferroni, C. E. (1930), Elementi di Statistca generale, Seeber, Firenze. 9. Cox Jr, L. A. (2012), Confronting deep uncertainties in risk analysis, Risk Analysis: An International Journal, 32(10), 1607-1629. [ DOI:10.1111/j.1539-6924.2012.01792.x] [ PMID] 10. Denneberg, D. (1990), Premium calculation: Why standard deviation should be replaced by absolute deviation1, ASTIN Bulletin: The Journal of the IAA, 20(2), 181-190. [ DOI:10.2143/AST.20.2.2005441] 11. Eugene, A., J., Novita, M. and Nurrohmah, S. (2021), Gini Shortfall: A Gini mean difference-based risk measure, Journal of Physics: Conference Series. [ DOI:10.1088/1742-6596/1725/1/012094] 12. Furman, E., Wang, R. and Zitikis, R. (2017), Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks, Journal of Banking and Finance, 83, 70-84. [ DOI:10.1016/j.jbankfin.2017.06.013] 13. Föllmer, H. and Schied, A. (2002), Convex measures of risk and trading constraints, Finance and Stochastics, 6, 429-447. [ DOI:10.1007/s007800200072] 14. Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2012), Loss Models: from data to decisions, John Wiley & Sons. [ DOI:10.1002/9781118787106] 15. Liu, F. and Wang, R. (2016), A theory for measures of tail risk, Mathematics of Operations Research, 46(3), 1109-1128. [ DOI:10.1287/moor.2020.1072] 16. Lorenz, M. O. (1905), Methods of measuring the concentration of wealth, Publications of the American Statistical Association, 9(70), 209-219. [ DOI:10.1080/15225437.1905.10503443] 17. Pérignon, C. and Smith, D. R. (2010), On the possibility of improving the mean useful life of items by eliminating those with short lives, Technometrics, 34(1), 55-66. 18. Righi, M. B. (2019), A composition between risk and deviation measures, Annals of Operations Research, 282(1), 299-313. [ DOI:10.1007/s10479-018-2913-0] 19. Song, Y., and Yan, J. A. (2009), On the possibility of improving the mean useful life of items by eliminating those with short lives, Technometrics, 3(2), 281-298. [ DOI:10.1080/00401706.1961.10489946] 20. Sarabia, J. M. (2008), A general definition of the Leimkuhler curve, Journal of Informetrics, 2(2), 156-163. [ DOI:10.1016/j.joi.2008.01.002] 21. Sepanski, J. H. and Wang, X. (2023), New classes of distortion risk measures and their estimation, Risks, 11(11), 194. [ DOI:10.3390/risks11110194] 22. Vania, E., Novita, M. and Nurrohmah, S. (2022), Risk measurement using extended Gini shortfall while considering risk-aversion parameter, Jurnal Riset dan Aplikasi Matematika (JRAM), 6(2), 105-116. 23. Watson, G. S. and Wells, W. T. (1961), On the possibility of improving the mean useful life of items by eliminating those with short lives, Technometrics, 3(2), 281-298. [ DOI:10.1080/00401706.1961.10489946] 24. Zenga, M. (2007), Inequality curve and inequality index based on the ratios between lower and upper arithmetic means, Vita e Pensiero.
|