Evaluations of Risk Measures for Different Probability Measures (Q5300537): Difference between revisions

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Latest revision as of 21:17, 19 March 2024

scientific article; zbMATH DE number 6181956
Language Label Description Also known as
English
Evaluations of Risk Measures for Different Probability Measures
scientific article; zbMATH DE number 6181956

    Statements

    Evaluations of Risk Measures for Different Probability Measures (English)
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    27 June 2013
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    risk measures
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    continuity properties
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    Wasserstein and Kantorovich distance
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    optimal transport
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