Conditional submodular coherent risk measures (Q2107320)

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Conditional submodular coherent risk measures
scientific article

    Statements

    title
    Conditional submodular coherent risk measures (English)
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    author
    Giulianella Coletti
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    Davide Petturiti
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    Barbara Vantaggi
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    publication date
    1 December 2022
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    zbMATH Keywords
    coherent risk measure
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    conditional Choquet expected value
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    conditional submodular capacity
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    Identifiers

    zbMATH DE Number
    7625740
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    OpenAlex ID
    W2803397208
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