Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (Q897743): Difference between revisions

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Latest revision as of 04:41, 11 July 2024

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Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management
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    Coherent conditional measures of risk defined by the Choquet integral with respect to Hausdorff outer measure and stochastic independence in risk management (English)
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    7 December 2015
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    coherent measures of risk
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    Choquet integral
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    Hausdorff outer measures
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    stochastic independence
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