An overview of representation theorems for static risk measures (Q1042990): 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/10.1007/s11425-009-0122-7 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1973012610 / rank | |||
Normal rank | |||
Revision as of 03:48, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An overview of representation theorems for static risk measures |
scientific article |
Statements
An overview of representation theorems for static risk measures (English)
0 references
7 December 2009
0 references
Choquet integral
0 references
(concave) distortion
0 references
law-invariant
0 references
risk measure
0 references
stochastic orders
0 references
