Subdifferential representations of risk measures (Q2502205)

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Subdifferential representations of risk measures
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    Statements

    title
    Subdifferential representations of risk measures (English)
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    author
    Georg Ch. Pflug
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    publication date
    12 September 2006
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    zbMATH Keywords
    risk measures
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    duality
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    stochastic dominance
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    90C15
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    91B70
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    49J52
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    zbMATH DE Number
    5053036
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    Wikidata QID
    Q59255087
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