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On data-driven robust distortion risk measures for non-negative risks with partial information

Fuente: arXiv

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Bibliographic Details
Main Authors:	Han, Xiangyu, Hu, Yijun, Wang, Ran, Wei, Linxiao
Format:	Preprint
Published:	2025
Subjects:	Risk Management Mathematical Finance 91G70, 91G05 G.3.3
Online Access:	Acceder al recurso
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