Duality for Set-Valued Measures of Risk (Q3402360)

From MaRDI portal
Revision as of 11:06, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Duality for Set-Valued Measures of Risk
scientific article

    Statements

    title
    Duality for Set-Valued Measures of Risk (English)
    0 references
    author
    Andreas H. Hamel
    0 references
    Frank Heyde
    0 references
    publication date
    3 February 2010
    0 references
    zbMATH Keywords
    set-valued risk measures
    0 references
    coherent risk measures
    0 references
    Legendre-Fenchel transform
    0 references
    convex duality
    0 references
    value at risk
    0 references

    Identifiers

    DOI
    10.1137/080743494
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    46A20
    0 references
    46N10
    0 references
    26E25
    0 references
    zbMATH DE Number
    5665833
    0 references
    Wikidata QID
    Q29541305
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3402360&oldid=27751084"
    Powered by MediaWiki