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