Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (Q2915291): Difference between revisions
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English | Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables |
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Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (English)
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16 September 2012
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bounds
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distortion function
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risk measure
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stop-loss sums
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