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33
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EUSFLAT
2007
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Fuzzy Logic
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EUSFLAT 2007
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Shortfall-dependant Risk Measures (and Previsions)
14 years 1 months ago
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www.eusflat.org
Because of their simplicity, risk measures are often employed in financial risk evaluations and related decisions. In fact, the risk measure ρ(X) of a random variable X is a rea...
Pietro Baroni, Renato Pelessoni, Paolo Vicig
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