Surplus-invariant risk measures
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Cited by:
- Chen, Ouxiang & Hu, Taizhong, 2019. "Extreme-aggregation measures in the RDEU model," Statistics & Probability Letters, Elsevier, vol. 148(C), pages 155-163.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2017-07-23 (Risk Management)
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