On distortion functionals (Q3417650)

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On distortion functionals
scientific article

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    title
    On distortion functionals (English)
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    publication date
    30 January 2007
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    zbMATH DE Number
    5119805
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    zbMATH Keywords
    risk measures
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    insurance premium
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    portfolio optimization
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    author
    Georg Ch. Pflug
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    OpenAlex ID
    W2285112721
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