Properties of the entropic risk measure EVaR in relation to selected distributions
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Publication:6524375
arXiv2403.01468MaRDI QIDQ6524375FDOQ6524375
Authors: Yuliya S. Mishura, K. V. Ral'chenko, Petro Zelenko 
Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Statistical methods; risk measures (91G70) Other special functions (33E99)
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