Subgradients of law-invariant convex risk measures on L1 (Q3576393)
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scientific article
| Language | Label | Description | Also known as |
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| English | Subgradients of law-invariant convex risk measures on L1 |
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Subgradients of law-invariant convex risk measures on L1 (English)
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30 July 2010
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equilibria
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generalised subgradients
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law-invariant convex risk measures
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optimal capital
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risk allocations
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