Law invariant risk measures and information divergences (Q2283649)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant risk measures and information divergences |
scientific article |
Statements
Law invariant risk measures and information divergences (English)
0 references
13 January 2020
0 references
risk measures
0 references
law invariance
0 references
information divergence
0 references
time consistency
0 references
0 references
0 references
