On a class of law invariant convex risk measures (Q483720)
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 6381319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On a class of law invariant convex risk measures |
scientific article; zbMATH DE number 6381319 |
Statements
On a class of law invariant convex risk measures (English)
0 references
17 December 2014
0 references
law invariant convex risk measures
0 references
robust representation
0 references
variational methods
0 references
0.8881742358207703
0 references
0.8565250039100647
0 references
0.8423195481300354
0 references
0.8391969799995422
0 references
0.8349042534828186
0 references
