Distortion risk measures for sums of dependent losses (Q427961)
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scientific article; zbMATH DE number 6047602
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distortion risk measures for sums of dependent losses |
scientific article; zbMATH DE number 6047602 |
Statements
Distortion risk measures for sums of dependent losses (English)
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18 June 2012
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coherence
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dependence structure
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distortion function
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risk measure
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risk theory
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insurance
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Wang transform
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