Surplus-invariant risk measures (Q3387927)
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scientific article; zbMATH DE number 7291319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Surplus-invariant risk measures |
scientific article; zbMATH DE number 7291319 |
Statements
Surplus-Invariant Risk Measures (English)
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8 January 2021
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surplus invariance
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risk measures
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acceptance sets
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dual representations
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extensions
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classical model spaces
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robust model spaces
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0.7781113982200623
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0.7688395977020264
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0.7645126581192017
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0.760646641254425
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