The connection between distortion risk measures and ordered weighted averaging operators
Jaume Belles-Sampera; José M. Merigó; Montserrat Guillén; Miguel Santolino
| Year of publication: |
2013
|
|---|---|
| Authors: | Belles-Sampera, Jaume ; Merigó Lindahl, José M. ; Guillén, Montserrat ; Santolino, Miguel |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 411-420
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Messung | Measurement | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736092