Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766)
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| Language | Label | Description | Also known as |
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| English | Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times |
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Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (English)
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6 October 2017
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convex entropic risk measure
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coherent entropic risk measure
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compound Poisson process
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