Analytical approximation for distorted expectations (Q900958)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytical approximation for distorted expectations |
scientific article; zbMATH DE number 6523885
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical approximation for distorted expectations |
scientific article; zbMATH DE number 6523885 |
Statements
Analytical approximation for distorted expectations (English)
0 references
23 December 2015
0 references
distorted expectations
0 references
Fourier-cosine series expansion
0 references
coherent risk measure
0 references
0 references
0 references