Analytical approximation for distorted expectations (Q900958)

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scientific article; zbMATH DE number 6523885
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English
Analytical approximation for distorted expectations
scientific article; zbMATH DE number 6523885

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    Analytical approximation for distorted expectations (English)
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    23 December 2015
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    distorted expectations
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    Fourier-cosine series expansion
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    coherent risk measure
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