Distortion Risk Measures in Action Hideatsu Tsukahara () Department of Economics, Seijo University Abstract The notion of risk measure is indispensable for financial risk management. Although - Tsukahara - Document - PDFSEARCH.IO

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	Distortion Risk Measures in Action Hideatsu Tsukahara () Department of Economics, Seijo University Abstract The notion of risk measure is indispensable for financial risk management. Although Add to Reading List Document Date: 2015-05-20 10:29:52 Open Document File Size: 30,01 KB Share Result on Facebook Company Cherny A. S. / Princeton University Press / John Wiley & Sons / / / IndustryTerm law invariance / law invariant risk measures / insurance liabilities / / Organization Department of Economics / Princeton University / / Position author / / ProvinceOrState New Jersey / / Technology simulation / examined using simulation / / SocialTag Financial economics Statistics Applied mathematics Coherent risk measure Expected shortfall Value at risk Risk Estimator Spectral risk measure Financial risk

Distortion Risk Measures in Action Hideatsu Tsukahara () Department of Economics, Seijo University Abstract The notion of risk measure is indispensable for financial risk management. AlthoughAdd to Reading List