On a class of law invariant convex risk measures (Q483720): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G80 / rank | |||
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| Property / Mathematics Subject Classification ID: 28A33 / rank | |||
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| Property / Mathematics Subject Classification ID: 49J55 / rank | |||
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| Property / Mathematics Subject Classification ID: 60A10 / rank | |||
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| Property / zbMATH DE Number: 6381319 / rank | |||
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| Property / zbMATH Keywords | |||
law invariant convex risk measures | |||
| Property / zbMATH Keywords: law invariant convex risk measures / rank | |||
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robust representation | |||
| Property / zbMATH Keywords: robust representation / rank | |||
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variational methods | |||
| Property / zbMATH Keywords: variational methods / rank | |||
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Revision as of 19:58, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of law invariant convex risk measures |
scientific article |
Statements
On a class of law invariant convex risk measures (English)
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17 December 2014
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law invariant convex risk measures
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robust representation
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variational methods
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