Jaume Belles-Sampera

What attitudes to risk underlie distortion risk measure choices

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2016 .

The connection between distortion risk measures and ordered weighted averaging operators

J. Merigó, Montserrat Guillén, Jaume Belles-Sampera, 2013 .

Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2014, Risk analysis : an official publication of the Society for Risk Analysis.

Compositional Methods Applied to Capital Allocation Problems

Montserrat Guillén, Jaume Belles-Sampera, Miguel Santolino, 2016 .

The use of flexible quantile-based measures in risk assessment

Montserrat Guillén, Miguel Santolino, Jaume Belles-Sampera, 2013 .

Generalizing Some Usual Risk Measures in Financial and Insurance Applications

Miguel Santolino, Montserrat Guillen, Jaume Belles-Sampera, 2013, MS.

Indicators for the characterization of discrete Choquet integrals

José M. Merigó, Miguel Santolino, Montserrat Guillen, 2014, Inf. Sci..

Some New Definitions of Indicators for the Choquet Integral

José M. Merigó, Miguel Santolino, Jaume Belles-Sampera, 2013, AGOP.

Distortion Risk Measures for Nonnegative Multivariate Risks

J. Sarabia, Jaume Belles-Sampera, Faustino Prieto, 2018 .