IMPRECISE PREVISIONS FOR RISK MEASUREMENT (Q5696995)

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scientific article; zbMATH DE number 2216363
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IMPRECISE PREVISIONS FOR RISK MEASUREMENT
scientific article; zbMATH DE number 2216363

    Statements

    title
    IMPRECISE PREVISIONS FOR RISK MEASUREMENT (English)
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    author
    Renato Pelessoni
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    Paolo Vicig
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    publication date
    19 October 2005
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    zbMATH DE Number
    2216363
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    zbMATH Keywords
    imprecise prevision
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    coherent risk measure
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    value-at-risk
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    avoiding sure loss condition
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