Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647): Difference between revisions

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Latest revision as of 00:20, 17 July 2024

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Upper bounds for strictly concave distortion risk measures on moment spaces
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    Upper bounds for strictly concave distortion risk measures on moment spaces (English)
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    19 October 2018
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    value-at-risk (VaR)
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    coherent risk measure
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    model uncertainty
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    Cantelli bound
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    distortion function
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