Olivier Faugeras

Toulouse School of Economics

1, Esplanade de l'Universite 31080 Toulouse Cedex

Bureau T106. 310

Toulouse, 31080

France

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Risk Quantization by Magnitude and Propensity

Number of pages: 29 Posted: 28 May 2021
Olivier Faugeras and Gilles Pagès
Toulouse School of Economics and Université Paris VI Pierre et Marie Curie
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Abstract:

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magnitude-propensity, risk measure, mass transportation, optimal quantization