On a family of coherent measures of variability
Taizhong Hu, Ouxiang Chen
| Year of publication: |
2020
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|---|---|
| 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
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| Subject: | Risk measure | Variability measure | Cumulative residual entropy | CRE-Shortfall | Distortion | Theorie | Theory | Messung | Measurement | Entropie | Entropy | Risikomaß | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420133