Range Value-at-Risk bounds for unimodal distributions under partial information

Insurance: Mathematics and Economics - Tập 94 - Trang 9-24 - 2020
Carole Bernard1, Rodrigue Kazzi2, Steven Vanduffel2
1Department of Accounting, Law and Finance, Grenoble Ecole de Management (GEM) and Department of Economics and Political Sciences at Vrije Universiteit Brussel (VUB), Belgium
2Department of Economics and Political Sciences at Vrije Universiteit Brussel (VUB), Belgium

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Insurance: Mathematics and Economics

Tập 94

9-24

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