Elicitable distortion risk measures: A concise proof

Statistics & Probability Letters 2015 / 05 Vol. 100

Elicitable distortion risk measures: A concise proof

Wang, Ruodu, Ziegel, Johanna F.
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Volume:
100
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2015.02.004
Date:
May, 2015
File:
PDF, 223 KB
english, 2015
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