Choosing a random distribution with prescribed risks (Q2443239)
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scientific article; zbMATH DE number 6279975
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Choosing a random distribution with prescribed risks |
scientific article; zbMATH DE number 6279975 |
Statements
Choosing a random distribution with prescribed risks (English)
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4 April 2014
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risk measure
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random probability distribution
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simulation
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Lorenz curve
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0.737045407295227
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0.7327302098274231
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0.7253028750419617
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0.7187326550483704
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