Q2968298 (Q2968298): Difference between revisions

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Property / author: Qi-he Tang / rank
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Property / author
 
Property / author: Qi-he Tang / rank
 
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Latest revision as of 10:09, 5 March 2024

scientific article
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English
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scientific article

    Statements

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    13 March 2017
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    distortion risk measures
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    value-at-risk
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    tail value-at-risk
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    conditional tail expectation
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    comonotonicity
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