Robust distortion risk measures (Q6641073)
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scientific article; zbMATH DE number 7947050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust distortion risk measures |
scientific article; zbMATH DE number 7947050 |
Statements
Robust distortion risk measures (English)
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20 November 2024
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distortion risk measures
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distributional robustness
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model uncertainty
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range value-at-risk
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risk bounds
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Wasserstein distance
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