A note on generalized distortion risk measures

Finance Research Letters

Volumn 3, Issue 4, 2006, Pages 267-272

  Hürlimann, Werner ^a  

^a NONE   (Switzerland)

Author keywords

Distortion risk measure; Increasing convex order; Stop loss order

Indexed keywords

EID: 33750190896     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2006.07.001     Document Type: Article

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