Coherent and convex monetary risk measures for bounded càdlàg processes (Q2485764)
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 2192503
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Coherent and convex monetary risk measures for bounded càdlàg processes |
scientific article; zbMATH DE number 2192503 |
Statements
Coherent and convex monetary risk measures for bounded càdlàg processes (English)
0 references
5 August 2005
0 references
Coherent risk measures
0 references
Convex monetary risk measures
0 references
Coherent utility functionals
0 references
Concave monetary utility functionals
0 references
Càdlàg processes
0 references
Representation theorem
0 references
0 references
0.8954666256904602
0 references
0.8390406966209412
0 references
0.812446117401123
0 references
0.8113951683044434
0 references
0.8111384510993958
0 references
