no code implementations • 4 Apr 2024 • Muqiao Huang, Ruodu Wang
We introduce a technical tool called the folding score of distortion risk measures.
no code implementations • 20 Feb 2024 • Yuanying Guan, Muqiao Huang, Ruodu Wang
We provide a new characterization of second-order stochastic dominance, also known as increasing concave order.