Subgradients of law-invariant convex risk measures on \(L^{1}\) (Q3576393)
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scientific article; zbMATH DE number 5762966
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| English | Subgradients of law-invariant convex risk measures on \(L^{1}\) |
scientific article; zbMATH DE number 5762966 |
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Subgradients of law-invariant convex risk measures on L1 (English)
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30 July 2010
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equilibria
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generalised subgradients
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law-invariant convex risk measures
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optimal capital
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risk allocations
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0.9033454656600952
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0.8152345418930054
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0.8074139952659607
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0.7834928035736084
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