COHERENCE AND ELICITABILITY (Q2831006)

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COHERENCE AND ELICITABILITY
scientific article

    Statements

    title
    COHERENCE AND ELICITABILITY (English)
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    author
    Johanna F. Ziegel
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    publication date
    1 November 2016
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    zbMATH Keywords
    coherent risk measure
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    decision theory
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    elicit ability
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    expected shortfall
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    expectiles
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    law-invariant risk measure
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    spectral risk measure
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    cites work
    Stochastic Finance
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    Robust Statistics
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    Q4548486
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    Identifiers

    DOI
    10.1111/mafi.12080
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    zbMATH DE Number
    6646428
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    OpenAlex ID
    W2103590647
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    arXiv ID
    1303.1690
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