Tail distortion risk and its asymptotic analysis (Q2444711): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2012.03.010
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+W2094662444
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+Coherent Measures of Risk
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+Q4726487
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+Non-additive measure and integral
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+Robust Statistics
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+A note on the connection between the Esscher-Girsanov transform and the Wang transform
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+Heavy-Tail Phenomena
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+Integral Representation Without Additivity
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