On a class of law invariant convex risk measures (Q483720)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of law invariant convex risk measures |
scientific article |
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 references
