Convex risk functionals: representation and applications (Q2292181)
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scientific article; zbMATH DE number 7161810
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex risk functionals: representation and applications |
scientific article; zbMATH DE number 7161810 |
Statements
Convex risk functionals: representation and applications (English)
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3 February 2020
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law-invariant convex risk functional
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dual representation
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robust evaluation
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optimal reinsurance design
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budget constraint
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0.8493826985359192
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0.8349042534828186
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0.8265628814697266
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0.821018397808075
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0.815936267375946
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