Convex risk functionals: representation and applications (Q2292181)

From MaRDI portal
Revision as of 13:04, 27 June 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q126853399, #quickstatements; #temporary_batch_1719476813833)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Convex risk functionals: representation and applications
scientific article

    Statements

    title
    Convex risk functionals: representation and applications (English)
    0 references
    author
    Fangda Liu
    0 references
    Jun Cai
    0 references
    Christiane Lemieux
    0 references
    Ruodu Wang
    0 references
    publication date
    3 February 2020
    0 references
    zbMATH DE Number
    7161810
    0 references
    zbMATH Keywords
    law-invariant convex risk functional
    0 references
    dual representation
    0 references
    robust evaluation
    0 references
    optimal reinsurance design
    0 references
    budget constraint
    0 references
    OpenAlex ID
    W2987526535
    0 references
    Wikidata QID
    Q126853399
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2292181&oldid=35020026"
    Powered by MediaWiki