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Quantile based stop-loss transform and its applications - MaRDI portal

Quantile based stop-loss transform and its applications (Q257409)

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scientific article; zbMATH DE number 6557189
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Quantile based stop-loss transform and its applications
scientific article; zbMATH DE number 6557189

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    Quantile based stop-loss transform and its applications (English)
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    17 March 2016
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    partial moments
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    stop-loss transform
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    Lorenz curve
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    Gini index
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