Random distortion risk measures
Xin Zang, Fan Jiang, Chenxi Xia, Jingping Yang
| Year of publication: |
2024
|
|---|---|
| Authors: | Zang, Xin ; Jiang, Fan ; Xia, Chenxi ; Yang, Jingping |
| Published in: |
Insurance : mathematics and economics. - Amsterdam : North Holland Publ. Co., ISSN 0167-6687, ZDB-ID 2010248-3. - Vol. 116.2024, p. 51-73
|
| Subject: | Random distortion risk measure | Representation theorem | Stochastic axioms | Stochastic distortion | Risikomaß | Risk measure | Stochastischer Prozess | Stochastic process | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066783