Quasi-Hadamard differentiability of general risk functionals and its application (Q2340427)
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scientific article; zbMATH DE number 6426763
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| English | Quasi-Hadamard differentiability of general risk functionals and its application |
scientific article; zbMATH DE number 6426763 |
Statements
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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0.8873496651649475
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0.8147203922271729
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0.7785438299179077
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0.775439977645874
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0.747715175151825
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