Computing Sensitivities for Distortion Risk Measures (Q5084612)
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scientific article; zbMATH DE number 7549348
Language | Label | Description | Also known as |
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English | Computing Sensitivities for Distortion Risk Measures |
scientific article; zbMATH DE number 7549348 |
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Computing Sensitivities for Distortion Risk Measures (English)
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28 June 2022
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sensitivity analysis
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distortion risk measure
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asymptotic analysis
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functional limit theory
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