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：数统公司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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