Law invariant risk measures on \(L^\infty(\mathbb R^d)\) (Q3104431)
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scientific article; zbMATH DE number 5990117
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| English | Law invariant risk measures on \(L^\infty(\mathbb R^d)\) |
scientific article; zbMATH DE number 5990117 |
Statements
Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (English)
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19 December 2011
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Monge-Kantorovich problem
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Monge-Kantorovich duality
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risk measures
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law invariance
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0.8676048517227173
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0.8560193181037903
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0.8405190706253052
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0.820294976234436
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