RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396)

From MaRDI portal
Revision as of 06:50, 12 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q261910)
scientific article
Language Label Description Also known as
English
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
scientific article

    Statements

    title
    RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (English)
    0 references
    author
    Giacomo Scandolo
    0 references
    publication date
    22 February 2007
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    60A10
    0 references
    91B70
    0 references
    zbMATH DE Number
    5129280
    0 references
    zbMATH Keywords
    convex risk measures
    0 references
    general capital requirement
    0 references
    risk measures for processes
    0 references
    dual representation
    0 references
    credit constraint
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3423396&oldid=20766884"
    Powered by MediaWiki