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more generally, it is desirable that, independently of which authority is the reviewing agency, merger control across the eu ensures the protection of undistorted competition.
more generally, it is desirable that, independently of which authority is the reviewing agency, merger control across the eu ensures the protection of undistorted competition.
Ultimo aggiornamento 2016-12-01
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in this example, we will not discuss coherence of the related distorted risk measure, as the distortion function depends very much on the undistorted distribution of x. using only one moment constraint (p = 1), the distorted risk measure, ρg , takes the form of some common premium principles. namely, ρg is (i) the net premium principle when h1 (u) = 1, (ii) a modified variance principle when h1 (u) = ln u, and (iii) the esscher premium principle when h1 (u) = u (kamps 1998).
publications and research research working papers 2002 title risk, entropy, and the transformation of distributions author(s) r. mark reesor and don l. mcleish type working paper 2002-11 date of publication april 2002 language english abstract the exponential family, relative entropy, and distortion are methods of transforming probability distributions.
Ultimo aggiornamento 2015-05-14
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