Convex risk measures for càdlàg processes on Orlicz hearts (Q2940774)
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scientific article; zbMATH DE number 6388337
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Convex risk measures for càdlàg processes on Orlicz hearts |
scientific article; zbMATH DE number 6388337 |
Statements
Convex Risk Measures for Càdlàg Processes on Orlicz Hearts (English)
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20 January 2015
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convex risk measure
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Orlicz heart
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randomized stopping time
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American claim
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shortfall risk
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0.8390406966209412
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0.8367810249328613
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0.8224046230316162
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0.8216238021850586
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0.8073322176933289
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