Before revision:  In this article , we introduce the rich classes of conditional distortion (CoD) risk measures and distortion risk contribution (\DeltaCoD) measures , which contain the well-known conditional Value-at-Risk (CoVaR) , conditional Expected Shortfall (CoES) , and risk contribution measures in terms of the VaR and ES ( and ) as special cases.
After revision:  In this article , we introduce the rich classes of conditional distortion (CoD) risk measures and distortion risk contribution (\DeltaCoD) measures , which contain the well-known conditional Value-at-Risk (CoVaR) , conditional Expected Shortfall (CoES) , and risk contribution measures in terms of the VaR and ES (  ) as special cases.