A note on robust representations of law-invariant quasiconvex functions (Q3178352)
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scientific article; zbMATH DE number 6603029
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| English | A note on robust representations of law-invariant quasiconvex functions |
scientific article; zbMATH DE number 6603029 |
Statements
A note on robust representations of law-invariant quasiconvex functions (English)
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12 July 2016
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Fatou property
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law-invariance
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risk measure
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robust representation
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0.8272639513015747
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0.8184349536895752
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0.7991092205047607
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0.7963129281997681
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