Surplus-Invariant Risk Measures (Q3387927)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Surplus-Invariant Risk Measures |
scientific article |
Statements
Surplus-Invariant Risk Measures (English)
0 references
8 January 2021
0 references
surplus invariance
0 references
risk measures
0 references
acceptance sets
0 references
dual representations
0 references
extensions
0 references
classical model spaces
0 references
robust model spaces
0 references