Risk measures and stochastic orders using integrals of distorted quantile functions (Q4644990)
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scientific article; zbMATH DE number 6999155
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| English | Risk measures and stochastic orders using integrals of distorted quantile functions |
scientific article; zbMATH DE number 6999155 |
Statements
Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (English)
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9 January 2019
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risk measures
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stochastic orders
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quantile functions
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0.8348528146743774
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0.8246933221817017
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0.8166771531105042
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0.8144825100898743
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0.8026636242866516
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