Representation theorems for WVaR with respect to a capacity (Q2288804)
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scientific article; zbMATH DE number 7153455
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| English | Representation theorems for WVaR with respect to a capacity |
scientific article; zbMATH DE number 7153455 |
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Representation theorems for WVaR with respect to a capacity (English)
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20 January 2020
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WVaR
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AVaR
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capacity
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distorted capacity
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Choquet integral
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representation
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0.8391613960266113
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0.7365851998329163
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0.7298781275749207
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0.7258367538452148
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0.7237159013748169
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