Law invariant risk measures have the Fatou property (Q3564005): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(2 intermediate revisions by 2 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/4-431-34342-3_4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3124592362 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 03:21, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Law invariant risk measures have the Fatou property |
scientific article |
Statements
Law invariant risk measures have the Fatou property (English)
0 references
2 June 2010
0 references
law-invariance
0 references
cash-invariance
0 references
Fatou and Lebesgue properties
0 references