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Choosing a random distribution with prescribed risks - MaRDI portal

Choosing a random distribution with prescribed risks (Q2443239)

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Choosing a random distribution with prescribed risks
scientific article

    Statements

    title
    Choosing a random distribution with prescribed risks (English)
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    author
    Ignacio Cascos
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    Ilya S. Molchanov
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    publication date
    4 April 2014
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    zbMATH Keywords
    risk measure
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    random probability distribution
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    simulation
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    Lorenz curve
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    Identifiers

    Mathematics Subject Classification ID
    60G57
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    91B30
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    65C20
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    zbMATH DE Number
    6279975
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    OpenAlex ID
    W2060065506
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