Robust distortion risk measures
Carole Bernard, Silvana M. Pesenti, Steven Vanduffel
| Year of publication: |
2024
|
|---|---|
| Authors: | Bernard, Carole ; Pesenti, Silvana M. ; Vanduffel, Steven |
| Subject: | distortion risk measures | distributional robustness | model uncertainty | Range Value-at-Risk | risk bounds | Wasserstein distance | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikomanagement | Risk management | Robustes Verfahren | Robust statistics | Risikomodell | Risk model | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12414 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014565274