Are law-invariant risk functions concave on distributions? (Q5417590): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:36, 5 March 2024
scientific article; zbMATH DE number 6297672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Are law-invariant risk functions concave on distributions? |
scientific article; zbMATH DE number 6297672 |
Statements
Are law-invariant risk functions concave on distributions? (English)
0 references
21 May 2014
0 references
convexity
0 references
law-invariant risk measure
0 references
convex order
0 references
comonotonicity
0 references
