A note on convex risk statistic (Q1939712)

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A note on convex risk statistic
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    title
    A note on convex risk statistic (English)
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    author
    Xinli Suo
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    De-Jian Tian
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    publication date
    5 March 2013
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    zbMATH DE Number
    6141241
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    zbMATH Keywords
    risk statistics
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    data-based risk measures
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    comonotonic subadditivity
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    comonotonic convexity
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