Comparative and qualitative robustness for law-invariant risk measures (Q468411)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6366549
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comparative and qualitative robustness for law-invariant risk measures |
scientific article; zbMATH DE number 6366549 |
Statements
Comparative and qualitative robustness for law-invariant risk measures (English)
0 references
7 November 2014
0 references
law-invariant risk measure
0 references
convex risk measure
0 references
coherent risk measure
0 references
Orlicz space
0 references
qualitative robustness
0 references
comparative robustness
0 references
index of qualitative robustness
0 references
Hampel's theorem
0 references
\(\psi\)-weak topology
0 references
distortion risk measure
0 references
Skorohod representation
0 references
0 references
0 references
0 references
0.8344815969467163
0 references
0.8136845827102661
0 references
0.8134920001029968
0 references
0.8120359182357788
0 references
0.806410014629364
0 references
