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scientific article; zbMATH DE number 1795842
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English | No label defined |
scientific article; zbMATH DE number 1795842 |
Statements
5 October 2003
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capital requirement
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coherent risk measure
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capacity theory
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convex games
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insurance premium principle
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measure of risk
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Orlicz spaces
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quantile
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scenario
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shortfall
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subadditivity
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submodular functions
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value at risk
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