Robustness regions for measures of risk aggregation (Q727667)

From MaRDI portal
Revision as of 10:19, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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

    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
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q727667&oldid=12636632"
    Powered by MediaWiki