@article{publication-17798, author={Bignozzi, Valeria and Burzoni, Matteo and Munari, Cosimo}, doi={10.1111/jori.12285}, issn={0022-4367}, journal={Journal of Risk and Insurance}, number=2, pages={437-475}, publisher={Wiley-Blackwell Publishing, Inc.}, title={Risk measures based on benchmark loss distributions}, volume=87, year=2020, }