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Latest revision as of 18:01, 30 December 2024

scientific article; zbMATH DE number 7743108
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English
Preference robust distortion risk measure and its application
scientific article; zbMATH DE number 7743108

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    Preference robust distortion risk measure and its application (English)
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    28 September 2023
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    preference robust distortion risk measure
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    risk capital allocation
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    worst-case distortion function
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    Yaari's dual theory of choice
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