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    author
    Jan Dhaene
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    Steven Vanduffel
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    Qi-he Tang
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    Marc J. Goovaerts
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    Rob Kaas
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    David Vyncke
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    publication date
    13 March 2017
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    zbMATH DE Number
    6693984
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    zbMATH Keywords
    distortion risk measures
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    value-at-risk
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    tail value-at-risk
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    conditional tail expectation
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    comonotonicity
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