SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000): Difference between revisions
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Latest revision as of 22:26, 16 August 2024
scientific article; zbMATH DE number 7057293
Language | Label | Description | Also known as |
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English | SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES |
scientific article; zbMATH DE number 7057293 |
Statements
SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (English)
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21 May 2019
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set-valued risk measures
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law invariant
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distortion risk measures
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set-valued weighted value at risk
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coherency
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convexity
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