Characterizations of classes of risk measures by dispersive orders (Q931192)

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scientific article; zbMATH DE number 5292542
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English
Characterizations of classes of risk measures by dispersive orders
scientific article; zbMATH DE number 5292542

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    Characterizations of classes of risk measures by dispersive orders (English)
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    25 June 2008
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    dispersive order
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    excess-wealth order
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    risk measures
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    Gini mean difference
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    Wang's right-tail deviation
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