Bounds for nested law invariant coherent risk measures (Q1939679)

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scientific article
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Bounds for nested law invariant coherent risk measures
scientific article

    Statements

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

    zbMATH DE Number
    6141217
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