Remarks on quantiles and distortion risk measures (Q1936474)
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scientific article; zbMATH DE number 6134561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on quantiles and distortion risk measures |
scientific article; zbMATH DE number 6134561 |
Statements
Remarks on quantiles and distortion risk measures (English)
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5 February 2013
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comonotonicity
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distorted expectation
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distortion risk measure
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TVaR
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quantile
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