The strictest common relaxation of a family of risk measures (Q2276204)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The strictest common relaxation of a family of risk measures |
scientific article |
Statements
The strictest common relaxation of a family of risk measures (English)
0 references
1 August 2011
0 references
nonconvex risk measures
0 references
value at risk
0 references
best-case operator
0 references