Extreme-aggregation measures in the RDEU model (Q1726940)
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scientific article; zbMATH DE number 7026343
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| English | Extreme-aggregation measures in the RDEU model |
scientific article; zbMATH DE number 7026343 |
Statements
Extreme-aggregation measures in the RDEU model (English)
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20 February 2019
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distortion risk measure
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shortfall risk measure
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coherent risk measure
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rank-dependent expected utility
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0.8184235692024231
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0.7860517501831055
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0.7660208344459534
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0.7655044198036194
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0.7653112411499023
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