Stochastic dominance with respect to a capacity and risk measures
type: Item
instance of: scholarly article
title: Stochastic dominance with respect to a capacity and risk measures
zbMATH Open document ID: 1310.60015
author: Miryana Grigorova
published in: Statistics \& Risk Modeling
publication date: 2015-01-22T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 28E10
zbMATH DE Number: 6389293
zbMATH Keywords: Choquet integral
zbMATH Keywords: stochastic orderings
zbMATH Keywords: quantile function
zbMATH Keywords: distortion function
zbMATH Keywords: ambiguity
zbMATH Keywords: tail value at risk
zbMATH Keywords: behavioural finance
zbMATH Keywords: Kusuoka's representation
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: Choquet risk measure
MaRDI profile type: Publication
full work available at URL: strm-2014-1167
OpenAlex ID: W1557659630
DOI: 10.1515/STRM-2014-1167
description: scientific article; zbMATH DE number 6389293