Kusuoka representation of higher order dual risk measures (Q2430606): Difference between revisions
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Revision as of 00:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kusuoka representation of higher order dual risk measures |
scientific article |
Statements
Kusuoka representation of higher order dual risk measures (English)
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8 April 2011
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Lorenz curve
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quantile functions
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average value at risk
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coherent measures of risk
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Fano factor
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optimization
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duality
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