Conditional submodular coherent risk measures (Q2107320)
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scientific article; zbMATH DE number 7625740
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Conditional submodular coherent risk measures |
scientific article; zbMATH DE number 7625740 |
Statements
Conditional submodular coherent risk measures (English)
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1 December 2022
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coherent risk measure
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conditional Choquet expected value
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conditional submodular capacity
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0.915156066417694
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0.8251537680625916
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0.8106785416603088
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0.8006096482276917
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0.7901929616928101
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