Kusuoka representation of higher order dual risk measures (Q2430606): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 08:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kusuoka representation of higher order dual risk measures |
scientific article |
Statements
Kusuoka representation of higher order dual risk measures (English)
0 references
8 April 2011
0 references
Lorenz curve
0 references
quantile functions
0 references
average value at risk
0 references
coherent measures of risk
0 references
Fano factor
0 references
optimization
0 references
duality
0 references
