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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