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||It has been suggested that this section be merged with Coherent risk measure and Distortion function. (Discuss) Proposed since January 2014.|
||This article provides insufficient context for those unfamiliar with the subject. (May 2012)|
- Balbás, A.; Garrido, J.; Mayoral, S. (2008). "Properties of Distortion Risk Measures". Methodology and Computing in Applied Probability 11 (3): 385. doi:10.1007/s11009-008-9089-z.
- Julia L. Wirch; Mary R. Hardy. "Distortion Risk Measures: Coherence and Stochastic Dominance" (pdf). Retrieved March 10, 2012.
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