Open Access Helper

OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Risk Measures Based on Benchmark Loss Distributions
Valeria Bignozzi, Matteo Burzoni, Cosimo Munari
Journal of Risk & Insurance (2019) Vol. 87, Iss. 2, pp. 437-475
Open Access | Times Cited: 30

Showing 1-25 of 30 citing articles:

Star-Shaped Risk Measures
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, et al.
Operations Research (2022) Vol. 70, Iss. 5, pp. 2637-2654
Open Access | Times Cited: 33
Maxitive functions with respect to general orders
Michael Kupper, José Miguel Zapata
Fuzzy Sets and Systems (2025), pp. 109430-109430
Open Access
Adjusted Expected Shortfall
Matteo Burzoni, Cosimo Munari, Ruodu Wang
Journal of Banking & Finance (2021) Vol. 134, pp. 106297-106297
Open Access | Times Cited: 22
Is the inf-convolution of law-invariant preferences law-invariant?
Peng Liu, Ruodu Wang, Linxiao Wei
Insurance Mathematics and Economics (2020) Vol. 91, pp. 144-154
Open Access | Times Cited: 16
Risk Sharing with Lambda Value at Risk
Peng Liu
Mathematics of Operations Research (2024)
Open Access | Times Cited: 1
Short Communication: An Axiomatization of $\Lambda$-Quantiles
Fabio Bellini, Ilaria Peri
SIAM Journal on Financial Mathematics (2022) Vol. 13, Iss. 1, pp. SC26-SC38
Open Access | Times Cited: 7
Risk, utility and sensitivity to large losses
Martin Herdegen, Nazem Khan, Cosimo-Andrea Munari
SSRN Electronic Journal (2024)
Open Access | Times Cited: 1
Linear pooling of potentially related density forecasts in crop insurance
A. Ford Ramsey, Yong Liu
Journal of Risk & Insurance (2023) Vol. 90, Iss. 3, pp. 769-788
Open Access | Times Cited: 3
Star-shaped Risk Measures
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, et al.
arXiv (Cornell University) (2021)
Open Access | Times Cited: 7
Elicitability and identifiability of set-valued measures of systemic risk
Tobias Fissler, Jana Hlavinová, Birgit Rudloff
Finance and Stochastics (2020) Vol. 25, Iss. 1, pp. 133-165
Open Access | Times Cited: 4
Star-Shaped deviations
Marcelo Brutti Righi, Marlon Ruoso Moresco
Operations Research Letters (2022) Vol. 50, Iss. 5, pp. 548-554
Closed Access | Times Cited: 3
Surplus-invariant risk measures
Niushan Gao, Cosimo Munari
arXiv (Cornell University) (2017)
Open Access | Times Cited: 3
Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time
Yiyun Wang, Jiaqin Wei, Jianming Xia
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 4, pp. SC80-SC90
Closed Access
Risk sharing with Lambda value at risk
Peng Liu
SSRN Electronic Journal (2023)
Open Access | Times Cited: 1
An elementary proof of the dual representation of Expected Shortfall
Martin Herdegen, Cosimo Munari
Mathematics and Financial Economics (2023) Vol. 17, Iss. 4, pp. 655-662
Open Access | Times Cited: 1
Star-shaped acceptability indexes
Marcelo Brutti Righi
Insurance Mathematics and Economics (2024) Vol. 117, pp. 170-181
Open Access
Risk Measures beyond Frictionless Markets
Maria Arduca, Cosimo Munari
SIAM Journal on Financial Mathematics (2024) Vol. 15, Iss. 2, pp. 537-570
Open Access
ρ-Arbitrage and ρ-Consistent Pricing for Star-Shaped Risk Measures
Martin Herdegen, Nazem Khan
Mathematics of Operations Research (2024)
Closed Access
Star-shaped acceptability indexes
Marcelo Brutti Righi
arXiv (Cornell University) (2021)
Open Access | Times Cited: 3
Capital requirements and claims recovery: A new perspective on solvency regulation
Cosimo Munari, Stefan Weber, Lutz Wilhelmy
Journal of Risk & Insurance (2022) Vol. 90, Iss. 2, pp. 329-380
Open Access | Times Cited: 2
Adjusted Expected Shortfall
Matteo Burzoni, Cosimo Munari, Ruodu Wang
arXiv (Cornell University) (2020)
Open Access | Times Cited: 1
Adjusted Expected Shortfall
Matteo Burzoni, Cosimo Munari, Ruodu Wang
SSRN Electronic Journal (2020)
Open Access | Times Cited: 1
Is the Inf-convolution of Law-invariant Preferences Law-invariant?
Peng Liu, Ruodu Wang, Linxiao Wei
SSRN Electronic Journal (2019)
Open Access | Times Cited: 1
Measuring left-tail risk of fish species
Itsaso Lopetegui, Ikerne del Valle
Ocean & Coastal Management (2021) Vol. 213, pp. 105872-105872
Open Access | Times Cited: 1
Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation
Cosimo Munari, Stefan Weber, Lutz Wilhelmy
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
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