Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (Q2915291)

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Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables
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    Bounds for Quantile-Based Risk Measures of Functions of Dependent Random Variables (English)
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    16 September 2012
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    bounds
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    distortion function
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    risk measure
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    stop-loss sums
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