Large deviations for risk measures in finite mixture models (Q1641144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for risk measures in finite mixture models |
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Large deviations for risk measures in finite mixture models (English)
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15 June 2018
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contraction principle
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Lagrange multipliers
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quantile
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entropic risk measure
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relative entropy
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