Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427): Difference between revisions
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| Property / DOI: 10.1515/strm-2014-1174 / rank | |||
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| Property / author: Alexander Schied / rank | |||
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| Property / OpenAlex ID: W2963524103 / rank | |||
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| Property / arXiv ID: 1401.3167 / rank | |||
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| Property / DOI: 10.1515/STRM-2014-1174 / rank | |||
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Latest revision as of 02:15, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Hadamard differentiability of general risk functionals and its application |
scientific article |
Statements
Quasi-Hadamard differentiability of general risk functionals and its application (English)
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17 April 2015
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functional delta method
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quasi-Hadamard derivative
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plug-in estimators
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law-invariant coherent risk measure
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weak limit theorem
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strong limit theorem
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Kusuoka representation
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