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On the generalized risk measures

✍ Scribed by Ai-li Zhang, Wen-yuan Wang, Yi-jun Hu


Book ID
118817992
Publisher
SP Editorial Committee of Applied Mathematics - A Journal of Chinese Universities
Year
2012
Tongue
English
Weight
153 KB
Volume
27
Category
Article
ISSN
1005-1031

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Product probability property, known in the literature as statistical independence, is examined first. Then generalized entropies are introduced, all of which give generalizations to Shannon entropy. It is shown that the nature of the recursivity postulate automatically determines the logarithmic fun