Characterizations of classes of risk measures by dispersive orders (Q931192)
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scientific article; zbMATH DE number 5292542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Characterizations of classes of risk measures by dispersive orders |
scientific article; zbMATH DE number 5292542 |
Statements
Characterizations of classes of risk measures by dispersive orders (English)
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25 June 2008
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dispersive order
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excess-wealth order
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risk measures
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Gini mean difference
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Wang's right-tail deviation
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0.82210373878479
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0.8024999499320984
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0.7937403321266174
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0.7911549806594849
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0.7868332266807556
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