Representation of weakly maxitive monetary risk measures and their rate functions (Q2695985)

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scientific article; zbMATH DE number 7672826
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    Representation of weakly maxitive monetary risk measures and their rate functions
    scientific article; zbMATH DE number 7672826

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      Representation of weakly maxitive monetary risk measures and their rate functions (English)
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      5 April 2023
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      maxitive monetary risk measure
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      large deviations
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      rate function
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      Laplace principle
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