Adjusted Rényi entropic value-at-risk (Q2106741)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adjusted Rényi entropic value-at-risk |
scientific article |
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Adjusted Rényi entropic value-at-risk (English)
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19 December 2022
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applied probability
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convex risk measure
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coherent risk measure
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risk profile
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increasing convex order
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