Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6787276
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times |
scientific article; zbMATH DE number 6787276 |
Statements
Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (English)
0 references
6 October 2017
0 references
convex entropic risk measure
0 references
coherent entropic risk measure
0 references
compound Poisson process
0 references
0 references
0 references
0 references
0 references
0.8133617639541626
0 references
0.7924559712409973
0 references
0.7606251835823059
0 references
0.7391288876533508
0 references
0.7297770380973816
0 references
