AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (Q3393975)

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AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
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    AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS (English)
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    publication date
    28 August 2009
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    zbMATH DE Number
    5599339
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    zbMATH Keywords
    risk measure
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    VaR
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    quantile
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    axiom
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