期刊名称：Documents de Travail du Centre d'Economie de la Sorbonne
印刷版ISSN：1955-611X
出版年度：2017
出版社：Centre d'Economie de la Sorbonne
摘要：The distortion operator proposed by Wang (2000) has been developedin the actuarial literature and that are now part of the risk measurementtools inventory available for practitioners in nance and insurance. In this article,we propose an alternative class of distortion operators with explicit analyticalinverse mapping. The distortion operators are based on tangent functionallowing to transform a symmetrical unimodal distribution to an asymmetricalmultimodal distribution.
关键词：Distortion operator Multimodal distribution Asymmetry ;Invertibility
