On Choquet Integral Risk Measures

DOI10.1007/978-3-642-11960-6_2zbMath1194.91098OpenAlexW170348677MaRDI QIDQ3589882

Songsak Sriboonchitta, Nguyen Trung Hung

Publication date: 21 September 2010

Published in: Advances in Intelligent and Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-11960-6_2

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Contents, measures, outer measures, capacities (28A12)

Related Items (1)

A survey of decision making and optimization under uncertainty

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