RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1201.2257 / rank | |||
Normal rank | |||
Revision as of 09:32, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION |
scientific article |
Statements
RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (English)
0 references
11 August 2014
0 references
value at risk
0 references
distribution functions
0 references
quantiles
0 references
law invariant risk measures
0 references
quasi-convex functions
0 references
dual representation
0 references
