Some classes of multivariate risk measures (Q4593690)
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scientific article; zbMATH DE number 6811491
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| English | Some classes of multivariate risk measures |
scientific article; zbMATH DE number 6811491 |
Statements
22 November 2017
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multivariate risk measures
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risk measures
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distortion function
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concordance measures
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stochastic orders
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0.8026838898658752
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0.7864835858345032
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0.7776886820793152
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0.7715407609939575
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