One-parameter families of distortion risk measures
Year of publication: |
2009
|
---|---|
Authors: | Tsukahara, Hideatsu |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 19.2009, 4, p. 691-705
|
Subject: | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Familie | Family | Risiko | Risk |
-
The strictest common relaxation of a family of risk measures
Roorda, Berend, (2011)
-
Ignatieva, Katja, (2015)
-
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S., (2014)
- More ...
-
Estimation of distortion risk measures
Tsukahara, Hideatsu, (2014)
-
Some properties of distortion risk measures
Tsukahara, Hideatsu, (2009)
-
Comments on: Inference in multivariate Archimedean copula models
Tsukahara, Hideatsu, (2011)
- More ...