Computing Sensitivities for Distortion Risk Measures (Q5084612)
From MaRDI portal
scientific article; zbMATH DE number 7549348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing Sensitivities for Distortion Risk Measures |
scientific article; zbMATH DE number 7549348 |
Statements
Computing Sensitivities for Distortion Risk Measures (English)
0 references
28 June 2022
0 references
sensitivity analysis
0 references
distortion risk measure
0 references
asymptotic analysis
0 references
functional limit theory
0 references
0 references
0 references
0 references
0 references
0 references
