Extreme-aggregation measures in the RDEU model (Q1726940)
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scientific article; zbMATH DE number 7026343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme-aggregation measures in the RDEU model |
scientific article; zbMATH DE number 7026343 |
Statements
Extreme-aggregation measures in the RDEU model (English)
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20 February 2019
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distortion risk measure
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shortfall risk measure
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coherent risk measure
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rank-dependent expected utility
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