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Multinomial backtesting of distortion risk measures - MaRDI portal

Multinomial backtesting of distortion risk measures

From MaRDI portal
Publication:6665595

DOI10.1016/j.insmatheco.2024.08.003MaRDI QIDQ6665595

Stefan Weber, Sören Bettels, Sojung Kim

Publication date: 17 January 2025

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






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