Bounds for nested law invariant coherent risk measures (Q1939679)

From MaRDI portal
Revision as of 15:45, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Bounds for nested law invariant coherent risk measures
scientific article

    Statements

    title
    Bounds for nested law invariant coherent risk measures (English)
    0 references
    author
    Linwei Xin
    0 references
    Alexander Shapiro
    0 references
    publication date
    5 March 2013
    0 references
    zbMATH Keywords
    risk measures
    0 references
    law invariant
    0 references
    coherent
    0 references
    Average Value-at-Risk
    0 references
    comonotonic
    0 references

    Identifiers

    zbMATH DE Number
    6141217
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1939679&oldid=14374778"
    Powered by MediaWiki