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Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2009, 卷号: 45, 期号: 3, 页码: 459-465
作者:  Song, Yongsheng;  Yan, Jia-An
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Choquet integral  (Concave) distortion  Risk measure  Stochastic orders  Coherent