RISK MEASURES ON ORLICZ HEARTS (Q3393968): Difference between revisions
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Revision as of 18:04, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES ON ORLICZ HEARTS |
scientific article |
Statements
RISK MEASURES ON ORLICZ HEARTS (English)
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28 August 2009
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coherent risk measures
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convex monetary risk measures
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monetary risk measures
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acceptance sets
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robust representations
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cash-additive hulls
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transformed norm risk measures
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transformed loss risk measures
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Orlicz spaces
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