Distortion riskmetrics on general spaces
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20200029755 | ||
| 003 | MAP | ||
| 005 | 20200924174423.0 | ||
| 008 | 200924e20200901bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20200019121$aWang, Qiuqi | ||
| 245 | 1 | 0 | $aDistortion riskmetrics on general spaces$cQiuqi Wang ,Ruodu Wang, Yunran Wei |
| 520 | $aThe class of distortion riskmetrics is defined through signed Choquet integrals, and it includes many classic risk measures, deviation measures, and other functionals in the literature of finance and actuarial science. We obtain characterization, finiteness, convexity, and continuity results on general model spaces, extending various results in the existing literature on distortion risk measures and signed Choquet integrals. This paper offers a comprehensive toolkit of theoretical results on distortion riskmetrics which are ready for use in applications. | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080627904$aCiencias Actuariales y Financieras | |
| 700 | $0MAPA20120008816$aWang, Ruodu | ||
| 700 | 1 | $0MAPA20200019176$aWei, Yunran | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g01/09/2020 Volumen 50 Número 3 - septiembre 2020 , p. 827-851 |