Complete Distortion Risk Measure的意思|示意

完备失真风险度量 This paper mainly summarizes the recent research of distortion risk measure from several points hereinafter.1. The definition and the properties of distortion risk measure. Coherent risk measure, complete distortion risk measure, exhaustive distortion risk measure, adapted distortion risk measure. As well as some common risk measures, and how these common risk measures are expressed as distortion risk measures by using different distortion functions.2.