Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367)
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scientific article; zbMATH DE number 7210890
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| default for all languages | No label defined |
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| English | Multivariate coherent risk measures induced by multivariate convex risk measures |
scientific article; zbMATH DE number 7210890 |
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Multivariate coherent risk measures induced by multivariate convex risk measures (English)
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10 June 2020
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coherent risk measure
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convex risk measure
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multivariate risk measure
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representation result
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product space
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0.8478534817695618
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0.8253493905067444
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0.8204891681671143
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0.8131003379821777
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0.7913886308670044
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