@article{robustdistortionriskmeasures,
  title = {Robust Distortion Risk Measures},
  author = {Carole Bernard and Silvana M. Pesenti and Steven Vanduffel},
  year = {2022},
  eprint = {2205.08850},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2205.08850v3},
}