Robustness regions for measures of risk aggregation (Q727667)

From MaRDI portal
Revision as of 04:08, 13 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robustness regions for measures of risk aggregation
scientific article

    Statements

    title
    Robustness regions for measures of risk aggregation (English)
    0 references
    author
    Silvana M. Pesenti
    0 references
    Pietro Millossovich
    0 references
    Andreas Tsanakas
    0 references
    publication date
    20 December 2016
    0 references
    zbMATH Keywords
    convex risk measures
    0 references
    aggregation
    0 references
    value-at-risk
    0 references
    robustness
    0 references
    continuity
    0 references
    cites work
    Q5386174
    0 references
    Q4197800
    0 references
    Q3992980
    0 references
    Q4550909
    0 references
    Q4273171
    0 references
    Probability
    0 references
    Q4343010
    0 references
    Robust Statistics
    0 references
    Q3060311
    0 references
    Joint Mixability
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    62G35
    0 references
    62P05
    0 references
    60F05
    0 references
    60E15
    0 references
    62H05
    0 references
    zbMATH DE Number
    6666939
    0 references
    OpenAlex ID
    W2533916343
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q727667&oldid=36296598"
    Powered by MediaWiki