Distortion risk measures of step-weighted distribution

Chunle Huang

Distortion risk measures of step-weighted distribution

Mathematical Finance 2026-07-10 v1 Probability

Authors: Chunle Huang

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Abstract

In this note, we study distortion risk measures of step-weighted distribution.

Keywords

distortion risk measures step-weighted distribution risk measures

Cite

@article{arxiv.2607.09132,
  title  = {Distortion risk measures of step-weighted distribution},
  author = {Chunle Huang},
  journal= {arXiv preprint arXiv:2607.09132},
  year   = {2026}
}