Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions

URL des Documents de travail : http://ces.univ-paris1.fr/cesdp/cesdp2014.html Chapitre dans "Future Perspectives in Risk Models and Finance", eds. A. Bensoussan, D. Guegan, C. Tapiero, Volume 211 of the series International Series in Operations Research & Management Science, 89-124, 2015

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Additional Info

Field Value
Source https://shs.hal.science/halshs-00969242
Author Guegan, Dominique, Hassani, Bertrand
Maintainer CCSD
Last Updated May 5, 2026, 18:59 (UTC)
Created May 5, 2026, 18:59 (UTC)
Identifier halshs-00969242
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Centre d'économie de la Sorbonne (CES) ; Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS)
creator Guegan, Dominique
date 2014-02-05T00:00:00
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metadata_modified 2024-02-19T00:00:00
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