Preference robust distortion risk measure and its application (Q6054458)
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scientific article; zbMATH DE number 7743108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preference robust distortion risk measure and its application |
scientific article; zbMATH DE number 7743108 |
Statements
Preference robust distortion risk measure and its application (English)
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28 September 2023
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preference robust distortion risk measure
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risk capital allocation
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worst-case distortion function
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Yaari's dual theory of choice
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