This paper mainly summarizes the recent research of distortion risk measure from several points hereinafter.1. The definition and the properties of distortion risk measure. Coherent risk measure, complete distortion risk measure, exhaustive distortion risk measure, adapted distortion risk measure. As well as some common risk measures, and how these common risk measures are expressed as distortion risk measures by using different distortion functions.2.
基于1个网页-相关网页
应用推荐