RISK MEASURES ON ORLICZ HEARTS (Q3393968): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2009.00364.x / rank
 
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Latest revision as of 22:42, 1 July 2024

scientific article
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RISK MEASURES ON ORLICZ HEARTS
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    RISK MEASURES ON ORLICZ HEARTS (English)
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    28 August 2009
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    coherent risk measures
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    convex monetary risk measures
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    monetary risk measures
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    acceptance sets
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    robust representations
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    cash-additive hulls
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    transformed norm risk measures
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    transformed loss risk measures
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    Orlicz spaces
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