Duality for Set-Valued Measures of Risk (Q3402360): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Created claim: DBLP publication ID (P1635): journals/siamfm/HamelH10, #quickstatements; #temporary_batch_1731468600454
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1137/080743494 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1993455616 / rank
 
Normal rank
Property / DBLP publication ID
 
Property / DBLP publication ID: journals/siamfm/HamelH10 / rank
 
Normal rank

Latest revision as of 05:09, 13 November 2024

scientific article
Language Label Description Also known as
English
Duality for Set-Valued Measures of Risk
scientific article

    Statements

    Duality for Set-Valued Measures of Risk (English)
    0 references
    0 references
    0 references
    3 February 2010
    0 references
    set-valued risk measures
    0 references
    coherent risk measures
    0 references
    Legendre-Fenchel transform
    0 references
    convex duality
    0 references
    value at risk
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references