An overview of representation theorems for static risk measures (Q1042990): Difference between revisions

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Latest revision as of 06:01, 2 July 2024

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An overview of representation theorems for static risk measures
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    An overview of representation theorems for static risk measures (English)
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    7 December 2009
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    Choquet integral
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    (concave) distortion
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    law-invariant
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    risk measure
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    stochastic orders
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