Equivalent Distortion Risk Measures on Moment Spaces
Year of publication: |
2018
|
---|---|
Authors: | Cornilly, Dries |
Other Persons: | Vanduffel, Steven (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 11, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3175936 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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