Time consistency for scalar multivariate risk measures (Q2076040)
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scientific article; zbMATH DE number 7476186
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time consistency for scalar multivariate risk measures |
scientific article; zbMATH DE number 7476186 |
Statements
Time consistency for scalar multivariate risk measures (English)
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18 February 2022
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dynamic risk measures
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time consistency
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set-valued risk measures
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scalarizations
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0.9143192768096924
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0.8802013993263245
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0.8468772172927856
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0.8368650674819946
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0.8365891575813293
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