Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex risk measures on Orlicz spaces: inf-convolution and shortfall |
scientific article |
Statements
Convex risk measures on Orlicz spaces: inf-convolution and shortfall (English)
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20 January 2013
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convex risk measure
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Orlicz space
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inf-convolution
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shortfall
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