Analytical approximation for distorted expectations (Q900958)

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Analytical approximation for distorted expectations
scientific article

    Statements

    title
    Analytical approximation for distorted expectations (English)
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    author
    Xianming Sun
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    Michèle Vanmaele
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    Si-qing Gan
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    publication date
    23 December 2015
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    zbMATH Keywords
    distorted expectations
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    Fourier-cosine series expansion
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    coherent risk measure
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    Identifiers

    zbMATH DE Number
    6523885
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    OpenAlex ID
    W3125658776
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