On a class of law invariant convex risk measures (Q483720): Difference between revisions

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Revision as of 22:15, 19 March 2024

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On a class of law invariant convex risk measures
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    On a class of law invariant convex risk measures (English)
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    17 December 2014
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    law invariant convex risk measures
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    robust representation
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    variational methods
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