On a class of law invariant convex risk measures (Q483720): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of law invariant convex risk measures |
scientific article |
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On a class of law invariant convex risk measures (English)
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17 December 2014
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law invariant convex risk measures
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robust representation
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variational methods
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