SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000)
From MaRDI portal
scientific article; zbMATH DE number 7057293
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
21 May 2019
0 references
set-valued risk measures
0 references
law invariant
0 references
distortion risk measures
0 references
set-valued weighted value at risk
0 references
coherency
0 references
convexity
0 references
