Evaluations of Risk Measures for Different Probability Measures (Q5300537)
From MaRDI portal
scientific article; zbMATH DE number 6181956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluations of Risk Measures for Different Probability Measures |
scientific article; zbMATH DE number 6181956 |
Statements
Evaluations of Risk Measures for Different Probability Measures (English)
0 references
27 June 2013
0 references
risk measures
0 references
continuity properties
0 references
Wasserstein and Kantorovich distance
0 references
optimal transport
0 references
