Distortion risk measures of step-weighted distribution

2026/07/10 by Chunle Huang · 1 voice
Economics, Econometrics and Finance · Mathematics · #q-fin.MF #math.PR

paper · pdf

Abstract

In this note, we study distortion risk measures of step-weighted distribution.

Citations

• A Class of Distortion Operators for Pricing Financial and Insurance Risks

Discussions

• Chunle Huang: Distortion risk measures of step-weighted distribution https://arxiv.org/abs/2607.09132 https://arxiv.org/pdf/2607.09132 https://arxiv.org/html/2607.09132 [bsky, 0 points, 0 comments]

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