Articles by Huifu Xu
A robust distorted Orlicz premium: modeling, computational scheme and applications
This paper introduces the distorted Orlicz premium in an extension of Bellini et al's robust Orcliz premium and extend this to the Haezendonck–Goovaerts risk measure.
Randomization of spectral risk measures and distributional robustness
The authors offer a means to describe a decision maker's risk preferences with a randomized spectral risk measure.