Robustness regions for measures of risk aggregation (Q727667): Difference between revisions
From MaRDI portal
Latest revision as of 04:08, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robustness regions for measures of risk aggregation |
scientific article |
Statements
Robustness regions for measures of risk aggregation (English)
0 references
20 December 2016
0 references
convex risk measures
0 references
aggregation
0 references
value-at-risk
0 references
robustness
0 references
continuity
0 references
0 references
0 references
0 references
0 references