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scientific article; zbMATH DE number 6811491
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scientific article; zbMATH DE number 6811491

    Statements

    author
    Marta Cardin
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    Elisa Pagani
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    publication date
    22 November 2017
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    zbMATH Keywords
    multivariate risk measures
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    risk measures
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    distortion function
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    concordance measures
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    stochastic orders
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    Identifiers

    Mathematics Subject Classification ID
    62H30
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    62G30
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    62P05
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    91B30
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    zbMATH DE Number
    6811491
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