Stochastic dominance with respect to a capacity and risk measures (Q490348)
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scientific article; zbMATH DE number 6389293
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Stochastic dominance with respect to a capacity and risk measures |
scientific article; zbMATH DE number 6389293 |
Statements
Stochastic dominance with respect to a capacity and risk measures (English)
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22 January 2015
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Choquet integral
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stochastic orderings
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quantile function
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distortion function
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ambiguity
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tail value at risk
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behavioural finance
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Kusuoka's representation
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Knightian uncertainty
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Choquet risk measure
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0.8678014874458313
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0.8318744897842407
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0.8224940896034241
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0.8223982453346252
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0.8009403944015503
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