A new variability order based on tail-heaviness (Q3462137): Difference between revisions

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Latest revision as of 06:24, 11 July 2024

scientific article
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A new variability order based on tail-heaviness
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    A new variability order based on tail-heaviness (English)
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    4 January 2016
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    dispersive order
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    variability orders
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    tail-heaviness
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    tail risk
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    risk measure
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    risk capital
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    aversion functions
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    weighted premiums
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