TY  - GEN 
AU  - Xu, Meng
AU  - Angulo Ibáñez, José Miguel
PY  - 2019
UR  - http://hdl.handle.net/10481/61585
AB  - This paper introduces a new family of the convex divergence-based risk measure by
specifying (h, f)-divergence, corresponding with the dual representation. First, the sensitivity
characteristics of the modified divergence risk measure with respect...
LA  - eng
PB  - MDPI
KW  - Convex risk measure
KW  - Sensitivity analysis
KW  - f-divergence
TI  - Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions
DO  - 10.3390/e21070634
ER  -