On the extension property of dilatation monotone risk measures (Q2063035)
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 7454699
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the extension property of dilatation monotone risk measures |
scientific article; zbMATH DE number 7454699 |
Statements
On the extension property of dilatation monotone risk measures (English)
0 references
10 January 2022
0 references
extension of risk measures
0 references
dilatation monotonicity
0 references
law invariance
0 references
Fatou property
0 references
Orlicz spaces
0 references
transformed norm risk measures
0 references
higher order dual risk measures
0 references
dual representations
0 references
Kusuoka representations
0 references
0 references
0.9121285
0 references
0.9012375
0 references
0.8883602
0 references
0.86044407
0 references
0.8584991
0 references
0.8554858
0 references
0.8551361
0 references
0.85385084
0 references
0.8528725
0 references
