Real-valued conditional convex risk measures in \(L^p (\mathcal F, \mathbb R)\) (Q2997954)
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scientific article; zbMATH DE number 5886190
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| English | Real-valued conditional convex risk measures in \(L^p (\mathcal F, \mathbb R)\) |
scientific article; zbMATH DE number 5886190 |
Statements
Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (English)
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10 May 2011
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convex risk measure
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average value at risk
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\(L^p\)-spaces
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0.8636177182197571
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0.8216570615768433
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0.8051972985267639
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0.8003619313240051
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0.7886196970939636
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