Evaluations of Risk Measures for Different Probability Measures (Q5300537): Difference between revisions
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scientific article; zbMATH DE number 6181956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluations of Risk Measures for Different Probability Measures |
scientific article; zbMATH DE number 6181956 |
Statements
Evaluations of Risk Measures for Different Probability Measures (English)
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27 June 2013
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risk measures
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continuity properties
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Wasserstein and Kantorovich distance
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optimal transport
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