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DISTORTION RISKMETRICS ON GENERAL SPACES - MaRDI portal

DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082)

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scientific article; zbMATH DE number 7285044
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DISTORTION RISKMETRICS ON GENERAL SPACES
scientific article; zbMATH DE number 7285044

    Statements

    title
    DISTORTION RISKMETRICS ON GENERAL SPACES (English)
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    author
    Qiuqi Wang
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    Ruodu Wang
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    Yunran Wei
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    publication date
    13 December 2020
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    zbMATH Keywords
    comonotonicity
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    Choquet integrals
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    convexity
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    convex order
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    continuity
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    cites work
    Theory of capacities
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    Q4550909
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    Q5461830
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    Robust Statistics
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    Q4552656
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    Q5253267
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    Q4340161
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    Q4301147
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    Identifiers

    DOI
    10.1017/asb.2020.14
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    zbMATH DE Number
    7285044
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    OpenAlex ID
    W3035455029
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