The maximal prior set in the representation of coherent risk measure (Q2961041)
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scientific article; zbMATH DE number 6686902
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| English | The maximal prior set in the representation of coherent risk measure |
scientific article; zbMATH DE number 6686902 |
Statements
17 February 2017
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coherent risk measure
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priors
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Choquet expectation
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quantile fucntion
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minimal penalty function
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THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE (English)
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0.7837803959846497
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0.7490943670272827
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0.7436906099319458
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0.7404366731643677
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0.730847954750061
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