Some new classes of consistent risk measures (Q977158): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.03.003 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3123477142 / rank | |||
Normal rank |
Revision as of 21:13, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Some new classes of consistent risk measures |
scientific article |
Statements
Some new classes of consistent risk measures (English)
0 references
20 June 2010
0 references
Consistent risk measures
0 references
Haezendonck risk measure
0 references
Monotone convergence theorem
0 references