On the penalty function and on continuity properties of risk measures (Q3086260)
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scientific article; zbMATH DE number 5871444
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On the penalty function and on continuity properties of risk measures |
scientific article; zbMATH DE number 5871444 |
Statements
ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (English)
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30 March 2011
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risk measures
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penalty function
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continuity
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0.816423237323761
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0.810183048248291
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0.8084165453910828
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0.8050838708877563
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0.7969271540641785
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