Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557)
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English | Law-invariant functionals that collapse to the mean: beyond convexity |
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Law-invariant functionals that collapse to the mean: beyond convexity (English)
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15 July 2022
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law invariance
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quasiconvex functionals
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consistent risk measures
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nonconvex Choquet integrals
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optimisation problems
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