Are reference measures of law-invariant functionals unique?
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Publication:6607489
DOI10.1016/j.insmatheco.2024.06.004zbMATH Open1544.91363MaRDI QIDQ6607489
Publication date: 18 September 2024
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
probabilistic sophisticationdilatation monotonicitylaw invariancereturn risk measuresscenario-based functionals
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