Worst-case range value-at-risk with partial information (Q4635247)
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scientific article; zbMATH DE number 6860072
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Worst-case range value-at-risk with partial information |
scientific article; zbMATH DE number 6860072 |
Statements
Worst-Case Range Value-at-Risk with Partial Information (English)
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16 April 2018
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model uncertainty
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risk aggregation
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range value-at-risk
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value-at-risk
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tail value-at-risk
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convex order
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0.849067211151123
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0.8402606248855591
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0.8353020548820496
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0.8337942957878113
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0.8306543231010437
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