Quantifying non-monotonicity of functions and the lack of positivity in signed measures
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Publication:1686351
DOI10.15559/17-VMSTA84zbMath1398.91323arXiv1705.02742MaRDI QIDQ1686351
Ričardas Zitikis, Youri Davydov
Publication date: 22 December 2017
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.02742
bounded variation; risk measure; signed measures; weighted premium; gain-loss ratio; Hahn and Jordan decompositions
26A48: Monotonic functions, generalizations
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