Properties of distortion risk measures

  1. Balbás, A.
  2. Garrido, J.
  3. Mayoral, S.
Journal:
Methodology and Computing in Applied Probability

ISSN: 1387-5841,  1573-7713

Year of publication: 2009

Volume: 11

Issue: 3 SPEC. ISS.

Pages: 385-399

Type: Article

DOI: 10.1007/S11009-008-9089-Z GOOGLE SCHOLAR
Data source: Scopus