Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901): Difference between revisions
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Revision as of 06:17, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures |
scientific article |
Statements
Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (English)
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20 February 2013
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convex risk measures
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optimized certainty equivalent
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monotone and cash-invariant hulls
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qualification conditions
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