Elicitable distortion risk measures: a concise proof (Q2348333)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elicitable distortion risk measures: a concise proof |
scientific article |
Statements
Elicitable distortion risk measures: a concise proof (English)
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11 June 2015
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distortion risk measures
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elicitability
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value-at-risk
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