Law-invariant risk measures: extension properties and qualitative robustness (Q490344)
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scientific article
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| English | Law-invariant risk measures: extension properties and qualitative robustness |
scientific article |
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Law-invariant risk measures: extension properties and qualitative robustness (English)
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22 January 2015
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extension of risk measures
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acceptance sets
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law invariance
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statistical robustness
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index of finiteness
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index of qualitative robustness
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expected utility
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max-correlation risk measures
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distortion risk measures
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0.9504992
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0.91738075
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0.9162597
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0.9052464
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0.8939671
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0.8926935
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0.8861242
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