On some claims related to Choquet integral risk measures (Q1761861)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some claims related to Choquet integral risk measures |
scientific article |
Statements
On some claims related to Choquet integral risk measures (English)
0 references
15 November 2012
0 references
Choquet integral
0 references
coherent risk measures
0 references
distortion functions
0 references
Lévy processes
0 references
martingale measures
0 references
option pricing
0 references
risk neutral probabilities
0 references
spectral risk measures
0 references
0 references
