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  Multinomial backtesting of distortion risk measures
 
 
Title: Multinomial backtesting of distortion risk measures
Author: Bettels, Sören
Kim, Sojung
Weber, Stefan
Appeared in: Insurance
Paging: Volume 119 () nr. C pages 130-145
Year: 2024
Contents:
Publisher: The Author(s)
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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 Koninklijke Bibliotheek - National Library of the Netherlands