On Bounds for Concave Distortion Risk Measures for Sums of Risks
Year of publication: |
2006-11
|
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Authors: | Campana, Antonella ; Ferretti, Paola |
Institutions: | Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia |
Subject: | Distortion risk measures | discrete risks | concave risk measure | upper and lower bounds | gap between bounds |
Extent: | application/pdf |
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Series: | Working Papers. - ISSN 1828-6887. |
Type of publication: | Book / Working Paper |
Notes: | Number 146 11 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty |
Source: |
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