On a family of coherent measures of variability
Year of publication: |
2020
|
---|---|
Authors: | Hu, Taizhong ; Chen, Ouxiang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 173-182
|
Subject: | Risk measure | Variability measure | Cumulative residual entropy | CRE-Shortfall | Distortion | Theorie | Theory | Messung | Measurement | Entropie | Entropy | Risikomaß | Risiko | Risk |
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