报告人:尹传存 教授(曲阜师范大学)
时间:2025年06月25日 09:00--
地点:数统学院LD402
摘要:This talk considers the best- and worst-case of a general class of distortion risk measures when only partial information regarding the underlying distributions is available. Specifically, explicit sharp lower and upper bounds for a general class of distortion risk measures are derived based on the first two moments along with some shape information, such as symmetry/unimodality property of the underlying distributions. The proposed approach provides a unified framework for extremal problems of distortion risk measures.
邀请人:张志民
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