Quantile based stop-loss transform and its applications (Q257409)
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scientific article; zbMATH DE number 6557189
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| English | Quantile based stop-loss transform and its applications |
scientific article; zbMATH DE number 6557189 |
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Quantile based stop-loss transform and its applications (English)
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17 March 2016
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partial moments
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stop-loss transform
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Lorenz curve
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Gini index
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0.8572296
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0.8385935
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0.8347502
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0.8289361
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0.82550955
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0.8186927
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0.8116201
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