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Assessing the difference between integrated quantiles and integrated cumulative distribution functions
This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various perspectives.
Risk measures induced by efficient insurance contracts
To fill this gap, we study characterization of risk measures induced by efficient insurance contracts, i. e., those that are Pareto optimal for the insured and the insurer.
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