AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (Q3393975): Difference between revisions
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scientific article
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English | AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS |
scientific article |
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AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (English)
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28 August 2009
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risk measure
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VaR
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quantile
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axiom
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