What attitudes to risk underlie distortion risk measure choices? (Q320275): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 28E10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6633920 / rank | |||
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risk management | |||
| Property / zbMATH Keywords: risk management / rank | |||
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tolerance | |||
| Property / zbMATH Keywords: tolerance / rank | |||
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risk behavior | |||
| Property / zbMATH Keywords: risk behavior / rank | |||
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GlueVaR | |||
| Property / zbMATH Keywords: GlueVaR / rank | |||
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degree of orness | |||
| Property / zbMATH Keywords: degree of orness / rank | |||
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Revision as of 01:49, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What attitudes to risk underlie distortion risk measure choices? |
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What attitudes to risk underlie distortion risk measure choices? (English)
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6 October 2016
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risk management
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tolerance
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risk behavior
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GlueVaR
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degree of orness
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