COHERENCE AND ELICITABILITY (Q2831006)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COHERENCE AND ELICITABILITY |
scientific article |
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COHERENCE AND ELICITABILITY (English)
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1 November 2016
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coherent risk measure
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decision theory
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elicit ability
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expected shortfall
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expectiles
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law-invariant risk measure
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spectral risk measure
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