Bounds for Distorted Risk Measures (Q2915315): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Risk Measures and Comonotonicity: A Review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2889462 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for functions of multivariate risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Insurance pricing and increased limits ratemaking by proportional hazards transforms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 16:18, 5 July 2024

scientific article
Language Label Description Also known as
English
Bounds for Distorted Risk Measures
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references