Elicitable distortion risk measures: A concise proof
Year of publication: |
2015
|
---|---|
Authors: | Wang, Ruodu ; Ziegel, Johanna F. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 100.2015, C, p. 172-175
|
Publisher: |
Elsevier |
Subject: | Distortion risk measures | Elicitability | Value-at-Risk |
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