Computing Sensitivities for Distortion Risk Measures

DOI10.1287/ijoc.2020.1016OpenAlexW3135044032MaRDI QIDQ5084612

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Publication date: 28 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2020.1016

zbMATH Keywords

sensitivity analysisasymptotic analysisdistortion risk measurefunctional limit theory

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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