Properties of distortion risk measures

DOI10.1007/s11009-008-9089-zzbMath1170.91368WikidataQ55980468 ScholiaQ55980468MaRDI QIDQ835686

N. E. Zubov

Publication date: 31 August 2009

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/14071

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

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