Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696)
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scientific article; zbMATH DE number 7356135
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| English | Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures |
scientific article; zbMATH DE number 7356135 |
Statements
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (English)
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7 June 2021
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risk analysis
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Orlicz premia
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Haezendonck-Goovaerts risk measures
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time-consistency
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ambiguity averse preferences
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0.8278116583824158
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0.8221893906593323
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0.810908854007721
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0.8068147897720337
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0.7968470454216003
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