Monetary risk measures for stochastic processes via Orlicz duality (Q2145689)
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scientific article; zbMATH DE number 7544256
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monetary risk measures for stochastic processes via Orlicz duality |
scientific article; zbMATH DE number 7544256 |
Statements
Monetary risk measures for stochastic processes via Orlicz duality (English)
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17 June 2022
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concave monetary utility functionals
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monetary risk measures for processes
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Orlicz space duality
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acceptability indices
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0.7798556685447693
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0.7734273076057434
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0.7733173370361328
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0.7682777643203735
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0.7561302781105042
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