The canonical model space for law-invariant convex risk measures is \(L^{1}\) (Q4906528)
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scientific article; zbMATH DE number 6139582
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| English | The canonical model space for law-invariant convex risk measures is \(L^{1}\) |
scientific article; zbMATH DE number 6139582 |
Statements
THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (English)
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28 February 2013
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0.8064033389091492
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0.7705042362213135
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0.7685650587081909
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0.7579866647720337
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