Certainty equivalents as risk measures (Q367559)
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scientific article; zbMATH DE number 6208427
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Certainty equivalents as risk measures |
scientific article; zbMATH DE number 6208427 |
Statements
Certainty equivalents as risk measures (English)
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16 September 2013
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coherence
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convexity
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risk measure
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utility function
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utility indifference pricing
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0.8595525622367859
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0.8321763873100281
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0.827321469783783
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0.8237115144729614
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0.8182036280632019
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