Distortion riskmetrics on general spaces
by Qiuqi Wang, Ruodu Wang and Yunran Wei
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Qiuqi ; Wang, Ruodu ; Wei, Yunran |
| Subject: | Choquet integrals | Comonotonicity | continuity | convex order | convexity | Theorie | Theory | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2020.14 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307386