A framework for measures of risk under uncertainty (Q6130333)

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scientific article; zbMATH DE number 7826822
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A framework for measures of risk under uncertainty
scientific article; zbMATH DE number 7826822

    Statements

    A framework for measures of risk under uncertainty (English)
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    2 April 2024
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    risk management
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    model uncertainty
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    regulatory capital
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    variational preferences
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    law-invariance
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    decision theory
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