Distorted expectiles risk measure and LP formulation (Q6880306)
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scientific article; zbMATH DE number 8139897
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| English | Distorted expectiles risk measure and LP formulation |
scientific article; zbMATH DE number 8139897 |
Statements
Distorted expectiles risk measure and LP formulation (English)
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19 December 2025
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distortion risk measure
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distorted expectation
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rank-dependent expected utility theory
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expectiles
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generalized quantiles
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