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Bellini, F. ; Bignozzi, V. On elicitable risk measures. 2015 Quant. Finance. 15 725-733
Jouini, E. ; Napp, C. Conditional comonotonicity. 2004 Decis. Econ. Finance. 27 153-166
Kou, S. ; Peng, X. On the measurement of economic tail risk. 2016 Oper. Res.. 64 1056-1072
Pflug, G.C. ; Romisch, W. Modeling, Measuring and Managing Risk. 2007 World Scientific: Singapore
Righi, M.B. A composition between risk and deviation measures. 2019 Ann. Oper. Res.. 282 299-313
Righi, M.B. ; Moresco, M.R. Star-shaped deviations. 2022 Oper. Res. Lett.. 50 548-554
Yaari, M.E. The dual theory of choice under risk. 1987 Econometrica. 55 95-115
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