Content deleted Content added
m Bot: Deprecating Template:Cite doi and some minor fixes |
Removing stale merge proposal from January 2014; no case made, no discussion over more than 3 years, case is not obvious |
||
Line 1:
{{context|date=May 2012}}
A '''distortion function''' <math>g: [0,1] \to [0,1]</math> is a [[non-decreasing function]] such that <math>g(0) = 0</math> and <math>g(1) = 1</math>. The '''dual distortion function''' is <math>\tilde{g}(x) = 1 - g(1-x)</math>.<ref name="PropertiesDRM">{{Cite journal | last1 = Balbás | first1 = A. | last2 = Garrido | first2 = J. | last3 = Mayoral | first3 = S. | doi = 10.1007/s11009-008-9089-z | title = Properties of Distortion Risk Measures | journal = Methodology and Computing in Applied Probability | volume = 11 | issue = 3 | pages = 385 | year = 2008 | pmid = | pmc = }}</ref><ref name="Wirch">{{cite web|title=Distortion Risk Measures: Coherence and Stochastic Dominance|author=Julia L. Wirch|author2=Mary R. Hardy|url=http://pascal.iseg.utl.pt/~cemapre/ime2002/main_page/papers/JuliaWirch.pdf|format=pdf|accessdate=March 10, 2012}}</ref> Distortion functions are used to define [[distortion risk measure]]s.<ref name="Wirch"/>
| |||