Cited by 2
Properties of the entropic risk measure EVaR in relation to selected distributions

Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior
Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko
Journal  Methodology and Computing in Applied Probability Volume 27, Issue 2 (2025)
Modeling stationary, periodic, and long memory processes by superposed jump-driven processes
Hidekazu Yoshioka
Journal  Chaos, Solitons & Fractals Volume 188 (2024), p. 115357