Representation of concave distortions and applications (Q5242229)

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scientific article; zbMATH DE number 7127020
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Representation of concave distortions and applications
scientific article; zbMATH DE number 7127020

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    Representation of concave distortions and applications (English)
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    6 November 2019
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    representation of distortion functions
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    premium principle
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    coherent risk measure
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    Wang-transform
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    log-concavity
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