RISK MEASURES ON ORLICZ HEARTS (Q3393968)

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RISK MEASURES ON ORLICZ HEARTS
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    title
    RISK MEASURES ON ORLICZ HEARTS (English)
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    author
    Patrick Cheridito
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    Tianhui Li
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    publication date
    28 August 2009
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    zbMATH DE Number
    5599332
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    zbMATH Keywords
    coherent risk measures
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    convex monetary risk measures
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    monetary risk measures
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    acceptance sets
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    robust representations
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    cash-additive hulls
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    transformed norm risk measures
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    transformed loss risk measures
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    Orlicz spaces
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