Some new classes of consistent risk measures (Q977158): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 19:45, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some new classes of consistent risk measures |
scientific article |
Statements
Some new classes of consistent risk measures (English)
0 references
20 June 2010
0 references
Consistent risk measures
0 references
Haezendonck risk measure
0 references
Monotone convergence theorem
0 references