Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (Q4644990): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Stochastic orders and risk measures: consistency and bounds / rank | |||
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| Property / cites work: Q4836494 / rank | |||
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| Property / cites work: Fat tails, VaR and subadditivity / rank | |||
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| Property / cites work: Stochastic finance. An introduction in discrete time / rank | |||
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Latest revision as of 20:15, 17 July 2024
scientific article; zbMATH DE number 6999155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions |
scientific article; zbMATH DE number 6999155 |
Statements
Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (English)
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9 January 2019
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risk measures
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stochastic orders
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quantile functions
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