Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-Hadamard differentiability of general risk functionals and its application |
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Quasi-Hadamard differentiability of general risk functionals and its application (English)
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17 April 2015
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functional delta method
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quasi-Hadamard derivative
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plug-in estimators
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law-invariant coherent risk measure
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weak limit theorem
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strong limit theorem
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Kusuoka representation
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