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"Tail nonlinearly transformed risk measure and its application."

Zhiping Chen et al. (2012)

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DOI: 10.1007/S00291-011-0271-2

access: closed

type: Journal Article

metadata version: 2020-03-06

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  dblp key:
  - journals/ors/ChenYXH12
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  - https://dblp.org/rec/journals/ors/ChenYXH12
Zhiping Chen, Li Yang, Daobao Xu, Qianhui Hu:
Tail nonlinearly transformed risk measure and its application. OR Spectr. 34(4): 817-860 (2012)

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