ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (Q3173994): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS |
scientific article |
Statements
ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS (English)
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11 October 2011
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risk measures
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premium principles
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model ambiguity
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large deviations
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