Representation of concave distortions and applications (Q5242229)
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scientific article; zbMATH DE number 7127020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of concave distortions and applications |
scientific article; zbMATH DE number 7127020 |
Statements
Representation of concave distortions and applications (English)
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6 November 2019
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representation of distortion functions
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premium principle
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coherent risk measure
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Wang-transform
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log-concavity
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