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Distortion risk measures
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On Bounds for Concave Distortion Risk Measures for Sums of Risks
Campana, Antonella
;
Ferretti, Paola
-
Dipartimento di Matematica Applicata, Università Ca' …
-
2006
In this paper we consider the problem of studying the
gap
between
bounds
of risk measures for sums of non …
Persistent link: https://www.econbiz.de/10005756575
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