ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (Q3650928)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES |
scientific article |
Statements
ONE‐PARAMETER FAMILIES OF DISTORTION RISK MEASURES (English)
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7 December 2009
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coherent risk measure
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convex risk measure
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distortion
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insurance premium principle
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parametric family
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