Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper bounds for strictly concave distortion risk measures on moment spaces |
scientific article |
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Upper bounds for strictly concave distortion risk measures on moment spaces (English)
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19 October 2018
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value-at-risk (VaR)
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coherent risk measure
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model uncertainty
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Cantelli bound
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distortion function
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