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Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions - MaRDI portal

Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (Q4644990)

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scientific article; zbMATH DE number 6999155
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Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions
scientific article; zbMATH DE number 6999155

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    Risk Measures and Stochastic Orders Using Integrals of Distorted Quantile Functions (English)
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    9 January 2019
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    risk measures
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    stochastic orders
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    quantile functions
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    Identifiers