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Extended Gini-Type Measures of Risk and Variability - MaRDI portal

Extended Gini-Type Measures of Risk and Variability (Q4562725)

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scientific article; zbMATH DE number 6994532
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English
Extended Gini-Type Measures of Risk and Variability
scientific article; zbMATH DE number 6994532

    Statements

    title
    Extended Gini-Type Measures of Risk and Variability (English)
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    author
    Mohammed Berkhouch
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    Marcelo Brutti Righi
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    Ghizlane Lakhnati
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    publication date
    18 December 2018
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    zbMATH Keywords
    risk measures
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    variability measures
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    risk aversion
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    signed Choquet integral
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    extended Gini shortfall
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    Identifiers

    zbMATH DE Number
    6994532
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    arXiv ID
    1707.07322
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    OpenAlex ID
    W2739116367
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    Wikidata QID
    Q129016356
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