Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions under partial information

DOI10.1016/J.INSMATHECO.2023.06.004zbMath1521.91391OpenAlexW4384274247MaRDI QIDQ6072270

Rodrigue Kazzi, Carole Bernard, Steven Vanduffel

Publication date: 12 October 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.06.004

zbMATH Keywords

model riskconvex orderingrisk boundsunimodal distributionsrange value-at-risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Stochastic orders
• Range value-at-risk bounds for unimodal distributions under partial information

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