applied mathematics
条件区间扭曲风险测度
Conditional interval distortion risk measuresA class of risk measures defined on interval-valued random variables that incorporate distortion functions to model investor preferences and risk aversion. / 一类定义在区间值随机变量上的风险测度，通过引入扭曲函数来刻画投资者的偏好和风险厌恶程度。
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- 数学理论
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- 农场主
- Last updated
- 2026-10-14 16:02:04
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Main parameters and performance indicators
interval-valued random variable: The underlying uncertain quantity modeled as an intervaldistortion function: A function transforming probability measures to reflect risk preferencesstochastic comparison: Method to compare the risk levels of different distributions
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ranked by community starsConditional interval distortion risk measures: Stochastic comparisons and applicationsOpen source
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1 recordsRecord title: Conditional interval distortion risk measures.
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