RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION |
scientific article |
Statements
RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (English)
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11 August 2014
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value at risk
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distribution functions
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quantiles
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law invariant risk measures
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quasi-convex functions
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dual representation
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