The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268)
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scientific article; zbMATH DE number 5522231
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| English | The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations |
scientific article; zbMATH DE number 5522231 |
Statements
The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (English)
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2 March 2009
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0.8144011497497559
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0.8050734400749207
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0.8022682666778564
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0.7841418385505676
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0.7771286964416504
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