Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (Q4644990): Difference between revisions

@@ Property / author @@
+Miguel Ângelo de Sousa Mendes
@@ Property / author: Miguel Ângelo de Sousa Mendes / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/978-3-642-32419-2_26
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@@ Property / OpenAlex ID @@
+W75539852
@@ Property / OpenAlex ID: W75539852 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic orders and risk measures: consistency and bounds
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Fat tails, VaR and subadditivity
@@ Property / cites work: Fat tails, VaR and subadditivity / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank