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~person:"Wu, Qinyu"
~person:"Zhuang, Weiwei"
~subject:"(Extended) regular variation"
~subject:"Entropy"
~subject:"Risiko"
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(Extended) regular variation
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Wu, Qinyu
Zhuang, Weiwei
Hu, Taizhong
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Zou, Zhenfeng
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European journal of operational research : EJOR
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Adjusted Rényi entropic value-at-risk
Zou, Zhenfeng
;
Wu, Qinyu
;
Xia, Zichao
;
Hu, Taizhong
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 255-268
Persistent link: https://www.econbiz.de/10014276754
Saved in:
2
L p-metric under the location-independent risk ordering of random variables
Yang, Jianping
;
Zhuang, Weiwei
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 321-324
Persistent link: https://www.econbiz.de/10010469973
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