Quantifying non-monotonicity of functions and the lack of positivity in signed measures

DOI10.15559/17-VMSTA84zbMath1398.91323arXiv1705.02742OpenAlexW3102502385MaRDI QIDQ1686351

Ričardas Zitikis, Youri Davydov

Publication date: 22 December 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.02742

zbMATH Keywords

bounded variationrisk measuresigned measuresweighted premiumgain-loss ratioHahn and Jordan decompositions

Mathematics Subject Classification ID

Related Items (4)

Statistical detection and classification of background risks affecting inputs and outputs ⋮ Estimating the index of increase via balancing deterministic and random data ⋮ Searching for and quantifying nonconvexity regions of functions ⋮ Assessing transfer functions in control systems

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