RISK MEASURES ON ORLICZ HEARTS (Q3393968)
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scientific article; zbMATH DE number 5599332
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | RISK MEASURES ON ORLICZ HEARTS |
scientific article; zbMATH DE number 5599332 |
Statements
RISK MEASURES ON ORLICZ HEARTS (English)
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28 August 2009
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coherent risk measures
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convex monetary risk measures
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monetary risk measures
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acceptance sets
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robust representations
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cash-additive hulls
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transformed norm risk measures
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transformed loss risk measures
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Orlicz spaces
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0.8489919304847717
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0.8393233418464661
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0.8313224911689758
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0.8258731365203857
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0.8216238021850586
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