Risk measures in the form of infimal convolution (Q2043964)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7378040
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk measures in the form of infimal convolution |
scientific article; zbMATH DE number 7378040 |
Statements
Risk measures in the form of infimal convolution (English)
0 references
4 August 2021
0 references
infimal convolution
0 references
convex risk measure
0 references
coherent risk measure
0 references
conditional value-at-risk
0 references
dual representation
0 references
subdifferential
0 references
expected utility
0 references
deterministic equivalent
0 references
0.8175731897354126
0 references
0.8122716546058655
0 references
0.8031988143920898
0 references
0.7994256019592285
0 references
0.7917208671569824
0 references
