Characterizations of classes of risk measures by dispersive orders (Q931192)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of classes of risk measures by dispersive orders |
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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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